Continuous time H-infinity filter with asymptotic convergence

Authors

  • Swetha Amit Jain University, Bangalore, India
  • Raol Jitendra Ramaiah Institute of Technology, Bangalore

Keywords:

asymptotic stability result, discrete time, H-infinity a posteriori filter, H-infinity filter, observer error dynamics

Abstract

In this paper H-infinity, a posteriori filter (HIPF) is converted to a continuous time H-infinity (HI) filter. Then, an observer is presented which uses the gain and the state error Gramian from the continuous time HI filter (CTHF). Asymptotic stability result of the observer’s error dynamics is derived using the Lyapunov energy functional. The performance of the CTHF is evaluated using numerical simulations carried out in MATLAB. These results establish the local stability of the underlying CTHF. This type of result is novel in the literature on HI theory of filters and the observers.

Downloads

Download data is not yet available.

References

Gelb, A. (Ed.). (1974). Applied optimal estimation. MIT press.

Hassibi, B., Sayed, A. H., & Kailath, T. (1996). Linear estimation in Krein spaces. II. Applications. IEEE Transactions on Automatic Control, 41(1), 34-49. https://doi.org/10.1109/9.481606

Raff, T., & Allgower, F. (2006, June). An EKF-based observer for nonlinear time-delay systems. In American Control Conference, 2006 (pp. 4-pp). IEEE. https://doi.org/10.1109/ACC.2006.1657198

Raol, J. R. (2015). Data fusion mathematics: theory and practice. CRC Press. Raol, J. R. (2015). Data fusion mathematics: theory and practice. CRC Press.

Raol, J. R., Gopalratnam, G., & Twala, B. (2017). Nonlinear Filtering: Concepts and Engineering Applications. CRC Press.

Reif, K., Sonnemann, F., & Unbehauen, R. (1998). An EKF-based nonlinear observer with a prescribed degree of stability. Automatica, 34(9), 1119-1123. https://doi.org/10.1016/S0005-1098(98)00053-3

Vershinin, Y. A. (2002, July). A data fusion algorithm for multisensor systems. In Proceedings of the Fifth International Conference on Information Fusion (Vol. 1, pp. 341-345).

Published

2017-07-31

How to Cite

Amit, S., & Jitendra, R. (2017). Continuous time H-infinity filter with asymptotic convergence. International Research Journal of Engineering, IT & Scientific Research, 3(4), 77–87. Retrieved from https://sloap.org/journals/index.php/irjeis/article/view/553

Issue

Vol. 3 No. 4: July 2017

Section

Research Articles
Copyright & Licensing

Articles published in the International Research Journal of Engineering, IT & Scientific research (IRJEIS) are available under Creative Commons Attribution Non-Commercial No Derivatives Licence (CC BY-NC-ND 4.0). Authors retain copyright in their work and grant IRJEIS right of first publication under CC BY-NC-ND 4.0. Users have the right to read, download, copy, distribute, print, search, or link to the full texts of articles in this journal, and to use them for any other lawful purpose.

Articles published in IRJEIS can be copied, communicated and shared in their published form for non-commercial purposes provided full attribution is given to the author and the journal. Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgment of its initial publication in this journal.

This copyright notice applies to articles published in IRJEIS volumes 6 onwards. Please read about the copyright notices for previous volumes under Journal History.