An extended robust H∞ filter for nonlinear constrained uncertain systems

In this correspondence, a robust filter is proposed to effectively estimate the system states in the case where system model uncertainties as well as disturbances are present. The proposed robust filter is constructed based on the linear approximation methods for a general nonlinear uncertain system with an integral quadratic constraint. We also derive the important characteristic of the proposed filter, a modified H-infinity performance index. Analysis results show that the proposed filter has robustness against disturbances such as process and measurement noises, and against parameter uncertainties. Simulation results show that the proposed filter provides a performance improvement.