Robust [Formula Omitted] Global Linearization Filter Design for Nonlinear Stochastic Systems

The suboptimal global linearization filtering design problem under a desired worst case disturbance attenuation (i.e., the mixed H 2/H infin filtering design problem) is also transformed into a constrained optimization problem characterized in terms of LMI constraints, which can efficiently be solve...

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Bibliographic Details
Published in:IEEE transactions on circuits and systems. I, Regular papers Regular papers, 2009-07, Vol.56 (7), p.1441
Main Authors: Bor-Sen Chen, Bor-Sen Chen, Wen-Hao Chen, Wen-Hao Chen, Hsuan-Liang Wu, Hsuan-Liang Wu
Format: Article
Language:English
Subjects:
Operations research
Studies
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Summary:The suboptimal global linearization filtering design problem under a desired worst case disturbance attenuation (i.e., the mixed H 2/H infin filtering design problem) is also transformed into a constrained optimization problem characterized in terms of LMI constraints, which can efficiently be solved by convex optimization techniques via the LMI toolbox of Matlab. [...] the proposed robust global linearization filter is potential for practical state estimation of nonlinear stochastic systems with intrinsic random fluctuation and external disturbance.
ISSN:1549-8328
1558-0806
DOI:10.1109/TCSI.2008.2007059