 Krein space-based H∞ adaptive smoother design for a class of Lipschitz nonlinear discrete-time systemsChenghui Zhang, Huihong Zhao and Tongxing Li Applied Mathematics and Computation, 2016, vol. 287-288, 134-148 Abstract: In this paper, the problem of H∞ adaptive smoother design is addressed for a class of Lipschitz nonlinear discrete-time systems with l2 bounded disturbance input. By comprehensively analyzing the H∞ performance, Lipschitz conditions and unknown parameter’s bounded condition, a positive minimum problem for an indefinite quadratic form is introduced such that the H∞ adaptive smoothing problem is achieved. A Krein space stochastic system with multiple fictitious outputs is constructed by associating with the minimum problem of the introduced indefinite quadratic form. The minimum of indefinite quadratic form is derived in the form of innovations through utilizing Krein space orthogonal projection and innovation analysis approach. Via choosing the suitable fictitious outputs to guarantee the minimum of indefinite quadratic form is positive, the existence condition of the adaptive smoother and its analytical solutions are obtained in virtue of nonstandard Riccati difference equations. The quality of the estimator is checked on an example. Keywords: Nonlinear discrete-time system; H∞ adaptive smoother; Krein space; Innovation analysis (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:287-288:y:2016:i::p:134-148 DOI: 10.1016/j.amc.2016.04.022 Access Statistics for this article Applied Mathematics and Computation is currently edited by Theodore Simos More articles in Applied Mathematics and Computation from Elsevier |
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