L2-L∞ Filtering for Nonlinear Stochastic Systems

被引：0
|
作者：
Wu Aiguo [1 ]
Zhang Ying [1 ]
Duan Guangren [1 ]
机构：
[1] Shenzhen Grad Sch, Harbin Inst Technol, Inst Informat & Control, Shenzhen 518055, Peoples R China
来源：
PROCEEDINGS OF THE 27TH CHINESE CONTROL CONFERENCE, VOL 2 | 2008年
关键词：
Nonlinear stochastic systems; L-2 - L-infinity filtering; Hamilton Jacobi inequality;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
A sufficient condition for a general nonlinear stochastic system L-2 - L-infinity have an L2 - L gain less than or equal to a prescribed positive number is established in terms of a certain Hamilton Jacobi inequality (HJI). By a slight modification, an equivalent form of this condition is also proposed. Based on this modified criterion, the existence condition of an L-2 - L-infinity filter is given by a second-order nonlinear HJI, and the filter matrices can be obtained by solving such an HJI.
引用
收藏
页码：801 / 805
页数：5
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