H∞ filtering with stochastic sampling
Signal Processing
ACC'09 Proceedings of the 2009 conference on American Control Conference
Robust H∞ finite-horizon filtering with randomly occurred nonlinearities and quantization effects
Automatica (Journal of IFAC)
| Hi-index | 35.69 |
In this correspondence, a robust filter is proposed to effectively estimate the system states in the case where system model uncertainties as well as disturbances are present. The proposed robust filter is constructed based on the linear approximation methods for a general nonlinear uncertain system with an integral quadratic constraint. We also derive the important characteristic of the proposed filter, a modified Hinfin performance index. Analysis results show that the proposed filter has robustness against disturbances such as process and measurement noises, and against parameter uncertainties. Simulation results show that the proposed filter provides a performance improvement