Robust nonlinear H-infinity filtering

This paper investigates the robust nonlinear H-infinity, filtering problem for nonlinear systems with uncertainties which are described by integral functional constraints. The objective is to design a dynamic filter such that the L(2)-gain from an exogenous input to an estimation error is minimized or guaranteed to be less or equal to a prescribed value for all admissable uncertainties. We establish the interconnection between the robust nonlinear H-infinity, filtering problem and the nonlinear H-infinity filtering problem for known systems, i.e. systems without uncertainties. Using the existing nonlinear H-infinity, filtering results for known systems, we solve the robust nonlinear H-infinity filtering problem in terms of Hamilton-Jacobi inequalities. Copyright (C) 1996 Elsevier Science Ltd.