Abstract:

A novel H∞ design methodology for a neural network-based nonlinear filtering scheme is addressed. Firstly, neural networks are employed to approximate the nonlinearities. Next, the nonlinear dynamic system is represented by the mode-dependent linear difference inclusion (LDI). Finally, based on the LDI model, a neural network-based nonlinear filter (NNBNF) is developed to minimize the upper bound of H∞ gain index of the estimation error under some linear matrix inequality (LMI) constraints. Compared with the existing nonlinear filters, NNBNF is time-invariant and numerically tractable. The validity and applicability of the proposed approach are successfully demonstrated in an illustrative example.