Mean-square H ∞ filtering for stochastic systems: Application to a 2DOF helicopter

• Published in: Signal processing 2012-03, Vol.92 (3), p.801-806
• Main Authors: Basin, Michael, Elvira-Ceja, Santiago, Sanchez, Edgar N.
• Format: Article
• Language: English
• Subjects: Applied sciences; Detection, estimation, filtering, equalization, prediction; Exact sciences and technology; Filtering; Information, signal and communications theory; Linear stochastic system; Signal and communications theory; Signal, noise; Telecommunications and information theory; Wiener processes
• ISSN: 0165-1684; 1872-7557
• DOI: 10.1016/j.sigpro.2011.09.026

This paper designs the central finite-dimensional H ∞ filter for linear stochastic systems with integral-quadratically bounded deterministic disturbances, that is suboptimal for a given threshold γ with respect to a modified Bolza–Meyer quadratic criterion including the attenuation control term with the opposite sign. The original H ∞ filtering problem for a linear stochastic system is reduced to the corresponding mean-square H 2 filtering problem, using the technique proposed in Doyle (1989) [1]. In the example, the designed filter is applied to estimation of the pitch and yaw angles of a two degrees of freedom (2DOF) helicopter. ► This paper designs central finite-dimensional H ∞ filter for linear stochastic systems. ► This filter is suboptimal with respect to a modified Bolza–Meyer criterion. ► The original problem is reduced to the corresponding H 2 filtering problem. ► The designed filter estimates pitch and yaw angles of a two 2DOF helicopter.