NDLI: Robust smoothing for continuous time uncertain nonlinear systems

Content Provider	IEEE Xplore Digital Library
Author	Kallapur, A.G. Petersen, I.R.
Copyright Year	2013
Description	Author affiliation: Sch. of Eng. & Inf. Technol., Univ. of New South Wales at ADFA, Canberra, ACT, Australia (Kallapur, A.G.; Petersen, I.R.)
Abstract	This paper presents the derivation of a robust smoothing algorithm for a class of uncertain nonlinear systems. The uncertainties in the system are described in terms of an integral quadratic constraint which provides for a rich class of uncertainties. The smoothing problem is divided into two component filtering problems: a forward filtering problem and a reverse filtering problem. Each filtering problem is formulated in a set-valued state estimation framework and recast into an optimal control problem whose solution is described in terms of Hamilton-Jacobi-Bellman partial differential equations. An approximate solution is obtained for this optimal control problem by assuming a quadratic approximation for the value function. Linear approximations are used for various nonlinear functions in the system dynamics, as in the case of the linearized smoothing approach for nonlinear systems. The final recursion equations for the robust smoother consist of two sets of Riccati differential equations, filter state equations, and level shift scalar equations. One set corresponds to the forward filter while the other is associated with the reverse filter. Although the level shift scalar equations are required to complete the definition of the set-valued state estimator, they do not affect the recursion equations for the filters.
Starting Page	1944
Ending Page	1949
File Size	147144
Page Count	6
File Format	PDF
ISBN	9781479901777
ISSN	07431619
e-ISBN	9781479901784
DOI	10.1109/ACC.2013.6580120
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2013-06-17
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	American Automatic Control Council(AACC)
Subject Keyword	Equations Robustness Smoothing methods Uncertainty Mathematical model Linear approximation
Content Type	Text
Resource Type	Article
Subject	Electrical and Electronic Engineering

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