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Discrete-time filtering for nonlinear polynomial systems

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  • M.V. Basin
  • M. Hernandez-Gonzalez

Abstract

This paper presents a suboptimal H∞$\mathscr {H}_\infty$ filtering problem solution for a class of discrete-time nonlinear polynomial systems over linear observations. The solution is obtained splitting the whole problem into finding a-priori and a-posteriori equations for state estimates and gain matrices. The closed-form filtering equations for the state estimate and gain matrix are obtained in case of a third-degree polynomial system. Numerical simulations are carried out to show effectiveness of the proposed filter. The obtained filter is compared to the extended Kalman-like H∞$\mathscr {H}_\infty$ filter.

Suggested Citation

  • M.V. Basin & M. Hernandez-Gonzalez, 2016. "Discrete-time filtering for nonlinear polynomial systems," International Journal of Systems Science, Taylor & Francis Journals, vol. 47(9), pages 2058-2066, July.
    • Handle: RePEc:taf:tsysxx:v:47:y:2016:i:9:p:2058-2066
    DOI: 10.1080/00207721.2014.973466
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    References listed on IDEAS

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    1. Zu-Xin Li & Hong-Ye Su & Yong Gu & Zheng-Guang Wu, 2013. "filtering for discrete-time singular networked systems with communication delays and data missing," International Journal of Systems Science, Taylor & Francis Journals, vol. 44(4), pages 604-614.
    2. Heng Wang & He-Hua Ju, 2013. "Reliable ℋ filtering for LPV systems with sensor faults in finite frequency domain," International Journal of Systems Science, Taylor & Francis Journals, vol. 44(12), pages 2310-2320.
    3. Yan Che & Huisheng Shu & Hua Yang & Derui Ding, 2013. "Probability-dependent filtering for nonlinear stochastic systems with missing measurements and randomly occurring communication delays," International Journal of Systems Science, Taylor & Francis Journals, vol. 44(7), pages 1264-1273.
    4. Editors, 2014. "International Journal of Systems Science," International Journal of Systems Science, Taylor & Francis Journals, vol. 45(12), pages 1-1, December.
    5. M. Hernandez-Gonzalez & M.V. Basin, 2014. "Discrete-time filtering for nonlinear polynomial systems over linear observations," International Journal of Systems Science, Taylor & Francis Journals, vol. 45(7), pages 1461-1472, July.
    Full references (including those not matched with items on IDEAS)

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