Central suboptimal H∞ filtering for nonlinear polynomial systems with multiplicative noise
Central suboptimal H∞ filtering for nonlinear polynomial systems with multiplicative noise
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DOI：
10.1016/j.jfranklin.2010.08.006
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发表时间：
2010
期刊：
影响因子：
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通讯作者：
M. Basin;P. Shi;Pedro Soto
中科院分区：
文献类型：
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作者：
M. Basin;P. Shi;Pedro Soto
本文提出了用于具有乘性噪声的非线性多项式系统的中心有限维 H∞ 滤波器，对于给定阈值 γ 而言，相对于包含具有相反符号的衰减控制项的修正 Bolza-Meyer 二次准则，该滤波器是次优的。与之前获得的结果相反，本文使用[1]中提出的技术将原始的 H∞ 滤波问题简化为相应的最优 H2 滤波问题。该论文基于[31]中给出的最优 H2 滤波器，针对具有乘性噪声的非线性多项式系统的一般情况，提出了中心次优 H∞ 滤波器。中心次优 H∞ 滤波器也以三次（及更少）次多项式系统状态的封闭有限维形式导出。进行数值模拟，以验证所设计的非线性多项式系统的中心次优滤波器的性能与可用于具有状态无关噪声的多项式系统和相应的线性化系统的中心次优H∞滤波器的性能。
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 H2filtering problem, using the technique proposed in [1]. The paper presents the central suboptimal H∞filter for the general case of nonlinear polynomial systems with multiplicative noise, based on the optimal H2filter given in [31]. 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.