Correction to ‘Mixed ℋ︁2/ℋ︁∞ Nonlinear Filtering’ |
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| Authors: | M. D. S. Aliyu E. K. Boukas |
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| Affiliation: | Department of Mechanical Engineering, Ecole Polytechnique de Montréal, Station Centre‐Ville, P. O. Box 6079, Montréal, Que., Canada H3C 3A7 |
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| Abstract: | In Section 5 of Aliyu and Boukas (Int. J. Robust Nonlinear Control 2009; 19 :394–417), the authors have presented certainty‐equivalent filters for the mixed ??2/??∞ filtering problem for affine nonlinear systems. Sufficient conditions for the solvability of the problem with a finite‐dimensional filter are given in terms of a pair of coupled Hamilton–Jacobi–Isaacs equations (HJIEs). In this note, we supply a correction to these HJIEs. Moreover, for linear systems this correction is not necessary. Copyright © 2011 John Wiley & Sons, Ltd. |
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| Keywords: | nonlinear filtering ℋ ︁ 2 ℋ ︁ ∞ ‐norms ℒ ︁ 2− gain Hamilton– Jacobi– Isaacs equations |
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