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.
M. Xin and S. N. Balakrishnan, "A New Filtering Technique for a Class of Nonlinear Systems," Proceedings of the 41st IEEE Conference on Decision and Control, 2002, Institute of Electrical and Electronics Engineers (IEEE), Jan 2002.
The definitive version is available at http://dx.doi.org/10.1109/CDC.2002.1184646
41st IEEE Conference on Decision and Control, 2002
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)
Article - Conference proceedings
© 2002 Institute of Electrical and Electronics Engineers (IEEE), All rights reserved.