\(H^\infty\) filtering of nonlinear systems with sampled measurements (Q5931364)

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scientific article; zbMATH DE number 1590960
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\(H^\infty\) filtering of nonlinear systems with sampled measurements
scientific article; zbMATH DE number 1590960

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    \(H^\infty\) filtering of nonlinear systems with sampled measurements (English)
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    24 April 2001
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    \(H^\infty\) filtering
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    sampled data system
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    nonlinear system
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    sampled measurements
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    Hamilton-Jacobi inequality
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    The authors consider the problem of filtering of the nonlinear system NEWLINE\[NEWLINE\dot x= f(x)+ g_1(x) w,NEWLINE\]NEWLINE with sampled measurements NEWLINE\[NEWLINEy(kT)= h_2(x(kT))+ v(kT),\quad k= 0,1,\dots,NEWLINE\]NEWLINE in an \(H^\infty\) setting, where \(w\) represents a continuous-time process noise and \(v\) represents a measurement noise. Based on a differential Hamilton-Jacobi inequality they present sufficient conditions for the existence of a filter and construct the filter when these conditions hold.
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