Conjugate unscented transform based strong tracking H∞ filter

This paper considers the robust filtering problem for a class of nonlinear discrete-time systems, and a conjugate unscented transform (CUT) based strong tracking H<inf>∞</inf> filter is proposed. Firstly, an extended strong tracking H<inf>∞</inf> filter is presented based on the fusion of the extended H<inf>∞</inf> filter and strong tracking filter. By online estimating the time-varying noises, the fading factor in the strong tracking filter is incorporated into the H<inf>∞</inf> filtering framework to approximately orthogonalize the residual error series. Secondly, a CUT based strong tracking H<inf>∞</inf> filter is proposed by combining the extended strong tracking H<inf>∞</inf> filtering framework with the recently emerging CUT method. The CUT method is an efficient and accurate approach to calculate the Gaussian quadrature. Numerical simulations show the effectiveness and efficiency of the proposed method.

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