H-infinity filtering for a class of nonlinear discrete-time systems based on unscented transform

作者：Li Wenling^*; Jia Yingmin

来源：Signal Processing, 2010, 90(12): 3301-3307.

DOI：10.1016/j.sigpro.2010.05.023

• H-infinity filtering
• Information filter
• Decentralized fusion
• Unscented transform

This paper is concerned with the He filtering for a class of nonlinear discrete-time systems. By embedding the unscented transform technique into the extended Ho. filter structure, the unscented Ho, filtering can be carried out using the statistical linear error propagation approach. Moreover, the unscented Ho. information form filter has been developed for decentralized fusion by defining appropriate information state vectors and matrices. The novel filter achieves not only higher accuracy, but also robustness against model uncertainty. Simulation results for the frequency modulation demodulation and bearings-only tracking are presented to illustrate the effectiveness of the proposed method.

• 单位
  北京航空航天大学