Mean-square H_∞ filtering for stochastic systems: Application to a 2DOF helicopter

摘要

This paper designs the central finite-dimensional H_∞ filter for linear stochastic systems with integral-quadratically bounded deterministic disturbances, that is suboptimal for a given threshold y with respect to a modified Bolza-Meyer quadratic criterion including the attenuation control term with the opposite sign. The original H_∞ filtering problem for a linear stochastic system is reduced to the corresponding mean-square H_2 filtering problem, using the technique proposed in Doyle (1989) [1]. In the example, the designed filter is applied to estimation of the pitch and yaw angles of a two degrees of freedom (2DOF) helicopter.