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Robust <i>H</i><sub>∞</sub> Filtering for Lipschitz Nonlinear Systems via Multiobjective Optimization

Author(s): Masoud Abbaszadeh | Horacio J. Marquez

Journal: Journal of Signal and Information Processing
ISSN 2159-4465

Volume: 01;
Issue: 01;
Start page: 24;
Date: 2010;
Original page

Keywords: Lipschitz Nonlinear Systems | Optimal Filters | Nonlinear Filtering | LMI Optimization

In this paper, a new method of filtering for Lipschitz nonlinear systems is proposed in the form of an LMI optimi-zation problem. The proposed filter has guaranteed decay rate (exponential convergence) and is robust against un-known exogenous disturbance. In addition, thanks to the linearity of the proposed LMIs in the admissible Lipschitz constant, it can be maximized via LMI optimization. This adds an extra important feature to the observer, robustness against nonlinear uncertainty. Explicit bound on the tolerable nonlinear uncertainty is derived. The new LMI formulation also allows optimizations over the disturbance attenuation level ( cost). Then, the admissible Lipschitz constant and the disturbance attenuation level of the filter are simultaneously optimized through LMI multiobjective optimization.
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