Abstract

In this paper, a new nonlinear filtering technique (θ-D filter) is presented. This filter is derived by constructing the dual of a new nonlinear regulator control technique, θ-D approximation which involves approximate solution to the Hamilton-Jacobi-Bellman equation. The structure of this filter is similar to the state dependent riccati equation filter (SDREF). However, this method does not need time-consuming online computation of the algebraic Riccati equation at each sample time compared with the SDREF. By manipulating the perturbation terms both the asymptotic stability and optimality properties can be obtained. A simple pendulum problem is investigated to demonstrate the effectiveness of this new technique.

Meeting Name

41st IEEE Conference on Decision and Control, 2002

Department(s)

Mechanical and Aerospace Engineering

Keywords and Phrases

Hamilton Jacobi Bellman Equation; Kalman Filter; Kalman Filters; Asymptotic Stability; Nonlinear Control; Nonlinear Control Systems; Nonlinear Filtering; Nonlinear Time-Invariant Systems; Optimal Control; Pendulums; Perturbation; State Feedback

International Standard Serial Number (ISSN)

0191-2216

Document Type

Article - Conference proceedings

Document Version

Final Version

File Type

text

Language(s)

English

Rights

© 2002 Institute of Electrical and Electronics Engineers (IEEE), All rights reserved.

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