Article

Second-Order Extended $H_{infty}$ Filter for Nonlinear Discrete-Time Systems Using Quadratic Error Matrix Approximation

IEEE Transactions on Signal Processing (impact factor: 2.63). 08/2011; DOI:10.1109/TSP.2011.2138700 pp.3110 - 3119
Source: IEEE Xplore

ABSTRACT In this paper, the second-order extended (SOE) H∞ filter for nonlinear discrete-time systems is derived based on an approximation to the quadratic error matrix. The solution is obtained by the game theory approach. It is shown that the result bears a strong resemblance to the SOE Kalman filter when the performance bound goes to infinity. An example of vehicle state tracking is simulated to compare the performances of the SOE Kalman filter, the first order extended and the SOE H∞ filter. Noises with unknown bias are injected into both process dynamics and measurements. The results show that the SOE H∞ filter has the smallest state tracking error.

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Keywords

approximation
 
game theory approach
 
infinity
 
Noises
 
nonlinear discrete-time systems
 
process dynamics
 
quadratic error matrix
 
second-order
 
smallest state
 
SOE
 
SOE Kalman filter
 
vehicle state
 

Jwu-Sheng Hu