On designing filters for uncertain sampled-data nonlinear systems

摘要

This paper is concerned with the problem of nonlinear H-infinity filtering for sampled-data systems with nonlinear time-varying parameter uncertainty. The aim is to design a digital filter such that the ratio between the energy of the estimation errors and the energy of the exogenous inputs is minimised or guaranteed to be less or equal to a prescribed Value for all admissible uncertainties. A nonlinear bounded real lemma for sampled-data systems with nonlinear time-varying parameter uncertainty is provided. Based on this nonlinear bounded real lemma, the robust H-infinity filtering problem is solved in terms of both continuous and discrete Hamilton-Jacobi equations. (C) 2000 Elsevier Science B.V. All rights reserved. [References: 12]