哈尔滨工业大学学报（英文版）2004，Vol.11Issue(5)：498-500,3.
A new extended H∞ filter for discrete nonlinear systems
A new extended H∞ filter for discrete nonlinear systems
摘要
Abstract
Nonlinear estimation problem is investigated in this paper. By extension of a linear H∞ estimation with corrector-predictor form to nonlinear cases, a new extended H∞ filter is proposed for time-varying discretetime nonlinear systems. The new filter has a simple observer structure based on a local linearization model, and can be viewed as a general case of the extended Kalman filter (EKF). An example demonstrates that the new filter with a suitable-chosen prescribed H∞ bound performs better than the EKF.关键词
nonlinear estimation/H∞ filter/extended Kalman filterKey words
nonlinear estimation/H∞ filter/extended Kalman filter分类
信息技术与安全科学引用本文复制引用
张永安,周荻,段广仁..A new extended H∞ filter for discrete nonlinear systems[J].哈尔滨工业大学学报（英文版）,2004,11(5):498-500,3.基金项目
Sponsored by the National Natural Science Foundation of China (Grant No. 60104003 and 60374024). （Grant No. 60104003 and 60374024）
