Mixed ℋ︁2/ℋ︁∞nonlinear filtering

DOI10.1002/rnc.1318zbMath1157.93520OpenAlexW2161245610MaRDI QIDQ3614735

M. D. S. Aliyu, El-Kébir Boukas

Publication date: 9 March 2009

Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/rnc.1318

zbMATH Keywords

nonlinear filteringdissipative systemHamilton-Jacobi-Isaacs equations\({\mathcal L}_2\)-gain\({\mathcal H}_2/{\mathcal H}_\infty\)-norms

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Stochastic systems in control theory (general) (93E03) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (19)

Discrete-time mixed ℋ︁₂ /ℋ︁_∞ nonlinear filtering ⋮ Distributed \(\mathcal H_{\infty}\) state estimation with stochastic parameters and nonlinearities through sensor networks: the finite-horizon case ⋮ Almost sure \(H_\infty\) filtering for nonlinear hybrid stochastic systems with mode-dependent interval delays ⋮ Pathwise stochastic control with applications to robust filtering ⋮ Discrete-time ℋ₂ and ℋ_∞ poly-quadratic filter designs for polytopic LPV systems ⋮ Event‐triggered H_∞ filtering for nonlinear discrete‐time stochastic systems with application to vehicle roll stability control ⋮ Almost sure state estimation with \(H_2\)-type performance constraints for nonlinear hybrid stochastic systems ⋮ \(H_\infty\) filtering over networks for a class of discrete-time stochastic system with randomly occurred sensor nonlinearity ⋮ Fault detection for network control systems with multiple communication delays and stochastic missing measurements ⋮ Fault detection filter design for discrete-time nonlinear systems -- a mixed \(\mathcal{H}\_/\mathcal{H}_\infty\) optimization ⋮ Extending nonlinearℋ₂,ℋ_∞optimisation toW_1,2,W_1,∞spaces – part I: optimal control ⋮ Extending nonlinear ℋ₂, ℋ_∞optimisation toW_1,2andW_1,∞spaces – part II: optimal estimation and ouput-feedback control ⋮ State‐saturated H_∞ filtering with randomly occurring nonlinearities and packet dropouts: the finite‐horizon case ⋮ ℋ︁_∞ -filtering for singularly perturbed nonlinear systems ⋮ H _∞ filtering for uncertain time-varying systems with multiple randomly occurred nonlinearities and successive packet dropouts ⋮ Parameter Uncertainty in the Kalman--Bucy Filter ⋮ A cubatureH_∞filter and its square-root version ⋮ Correction to ‘Mixed ℋ︁2/ℋ︁∞ Nonlinear Filtering’ ⋮ 2-DOF nonlinear ℋ︁_∞ certainty-equivalent filters (CEFs)

Cites Work

• Filtering on nonlinear time-delay stochastic systems
• Maximum-likelihood recursive nonlinear filtering
• Filtering and smoothing in an H/sup infinity / setting
• A Nash game approach to mixed H/sub 2//H/sub ∞/ control
• Robust H/sub 2//H/sub ∞/-state estimation for systems with error variance constraints: the continuous-time case
• A dynamic game approach to mixedH∞/H2 estimation
• H2/H∞ filtering theory and an aerospace application

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