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Discrete-time filtering for nonlinear polynomial systems

M.V. Basin and M. Hernandez-Gonzalez

International Journal of Systems Science, 2016, vol. 47, issue 9, 2058-2066

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.

Date: 2016
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DOI: 10.1080/00207721.2014.973466

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