標題: Second-Order Extended H-infinity Filter for Nonlinear Discrete-Time Systems Using Quadratic Error Matrix Approximation
作者: Hu, Jwu-Sheng
Yang, Chia-Hsing
電子工程學系及電子研究所
Department of Electronics Engineering and Institute of Electronics
關鍵字: Discrete-time nonlinear system;game theory H-infinity filter;Kalman filter
公開日期: 1-七月-2011
摘要: In this paper, the second-order extended (SOE) H-infinity filter for nonlinear discrete-time systems is derived based on an approximation to the quadratic error matrix. The solution is obtained by the game theory approach. It is shown that the result bears a strong resemblance to the SOE Kalman filter when the performance bound goes to infinity. An example of vehicle state tracking is simulated to compare the performances of the SOE Kalman filter, the first order extended and the SOE H-infinity filter. Noises with unknown bias are injected into both process dynamics and measurements. The results show that the SOE H-infinity filter has the smallest state tracking error.
URI: http://dx.doi.org/10.1109/TSP.2011.2138700
http://hdl.handle.net/11536/150324
ISSN: 1053-587X
DOI: 10.1109/TSP.2011.2138700
期刊: IEEE TRANSACTIONS ON SIGNAL PROCESSING
Volume: 59
起始頁: 3110
結束頁: 3119
顯示於類別:期刊論文