Second-order extended H filter for nonlinear discrete-time systems using quadratic error matrix approximation

Jwu-Sheng Hu*, Chia Hsing Yang

*Corresponding author for this work

Research output: Contribution to journalArticle

23 Scopus citations

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.

Original languageEnglish
Article number5762390
Pages (from-to)3110-3119
Number of pages10
JournalIEEE Transactions on Signal Processing
Volume59
Issue number7
DOIs
StatePublished - 1 Jul 2011

Keywords

  • Discrete-time nonlinear system
  • game theory H filter
  • Kalman filter

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