L2-L∞ FILTERING FOR NONLINEAR STOCHASTIC SYSTEMS

被引：3
|
作者：
Wu, Ai-Guo [1 ]
Liu, Xiaona [1 ]
Zhang, Ying [1 ]
机构：
[1] Harbin Inst Technol, Shenzhen Grad Sch, Shenzhen 518055, Peoples R China
来源：
ASIAN JOURNAL OF CONTROL | 2012年 / 14卷 / 06期
基金：
中国国家自然科学基金;
关键词：
Nonlinear stochastic systems; L-2 - L-infinity filtering; Hamilton-Jacobi inequality; DESIGN;
D O I：
10.1002/asjc.451
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 to have L-2 - L-infinity gain less than or equal to a prescribed positive number is established in terms of a certain Hamilton-Jacobi inequality (HJI). Based on this criterion, the existence 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：1676 / 1682
页数：7
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