Central suboptimal H∞ filter design for nonlinear polynomial systems with multiplicative noise

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Basin, Michael, Shi, Peng and Soto, Pedro (2010) Central suboptimal H∞ filter design for nonlinear polynomial systems with multiplicative noise. In: 2010 49th IEEE Conference on Decision and Control (CDC). IEEE, Piscataway, N.J., pp. 3168-3173.


This paper presents the central finite-dimensional H∞ filter for nonlinear polynomial systems with multiplicative noise, that is suboptimal for a given threshold γ with respect to a modified Bolza-Meyer quadratic criterion including the attenuation control term with the opposite sign. In contrast to the previously obtained results, the paper reduces the original H∞ filtering problem to the corresponding optimal H2 filtering problem, using the technique proposed. The paper presents the central suboptimal H∞ filter for the general case of nonlinear polynomial systems with multiplicative noise, based on the optimal H2 filter given. The central suboptimal H∞ filter is also derived in a closed finite-dimensional form for third (and less) degree polynomial system states. Numerical simulations are conducted to verify performance of the designed central suboptimal filter for nonlinear polynomial systems against the central suboptimal H∞ filters available for polynomial systems with state-independent noise and the corresponding linearized system.

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Conferences held: Atlanta, Georgia, 15-17 December, 2010

Item type Book Section
URI https://vuir.vu.edu.au/id/eprint/9980
DOI 10.1109/CDC.2010.5717019
Official URL http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arn...
ISBN 9781424477449, 978142447746
Subjects Historical > FOR Classification > 0102 Applied Mathematics
Historical > SEO Classification > 970108 Expanding Knowledge in the Information and Computing Sciences
Historical > Faculty/School/Research Centre/Department > Institute for Logistics and Supply Chain Management (ILSCM)
Keywords ResPubID20183, estimation error, polynomials, robustness, Tensile stress, attenuation control, central finite dimensional, H∞ filter design, central suboptimal, H∞ filter, infinity, linearised systems, modified Bolza-Meyer quadratic criterion, numerical simulation, optimal H2 filter, state independent noise
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