In this chapter, the mixed H2/H∞ filtering problem is investigated for systems with deterministic uncertainties and stochastic nonlinearities, where the nonlinearities are characterized by statistical means. It is the aim to design a filter such that, for all admissible stochastic nonlinearities and deterministic uncertainties, the overall filtering process is exponentially mean‐square quadratically stable, the H2 filtering performance is achieved, and the prescribed disturbance attenuation level is guaranteed in an H∞ sense. New formulas are derived for exponentially mean‐square quadratic stability, H2 performance and H∞ performance. In particular, due to the introduction of the stochastic nonlinearities, a new lemma about the relations between the stability of the system and the non‐negative definite solution to matrix inequality is developed for deriving H2 performance, which is actually the extension of results for linear systems. The solution to the H2/H∞ filtering problem is enforced within a unified linear matrix inequality framework.


    Zugriff

    Zugriff prüfen

    Verfügbarkeit in meiner Bibliothek prüfen

    Bestellung bei Subito €


    Exportieren, teilen und zitieren



    Titel :

    Robust Mixed H2/H∞ Filtering


    Beteiligte:
    Ma, Lifeng (Autor:in) / Wang, Zidong (Autor:in) / Bo, Yuming (Autor:in)


    Erscheinungsdatum :

    16.03.2015


    Format / Umfang :

    24 pages




    Medientyp :

    Aufsatz/Kapitel (Buch)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch




    H~2 Optimal Robust Filtering

    Geromel, J. C. / Filho, L. A. V. R. | British Library Online Contents | 2006


    KALMANSAC: Robust Filtering by Consensus

    Vedaldi, A. / Jin, H. / Favaro, P. et al. | British Library Conference Proceedings | 2005


    Mixed H~2/H~ Filtering

    Wu, H. / You, C. | British Library Online Contents | 1997


    KALMANSAC: robust filtering by consensus

    Vedaldi, A. / Hailin Jin, / Favaro, P. et al. | IEEE | 2005


    On robust approximations in nonlinear filtering

    Masi, Giovanni B. / Runggaldier, Wolfgang J. | Springer Verlag | 1982