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\(H_ \infty\) filtering for a class of uncertain nonlinear systems. (English) Zbl 0784.93095

Summary: This paper investigates the problem of \(H_ \infty\) filtering for a class of uncertain continuous-time nonlinear systems with real time- varying parameter uncertainty and unknown initial state. We develop an infinite horizon \(H_ \infty\) filtering methodology which provides both robust stability and a guaranteed \(H_ \infty\) performance for the filtering error irrespective of the parameter uncertainty.

MSC:

93E11 Filtering in stochastic control theory
93C10 Nonlinear systems in control theory
Full Text: DOI

References:

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