Extended state based H∞ filter

This paper considers the filtering problem for a class of nonlinear uncertain systems with process and measurement noise. An extended state based H _∞ filter, with the idea of timely estimating the unknown dynamics, is proposed for better robustness and higher estimation precision. We prove the stability of the proposed filter for a class of nonlinear uncertain systems with the initial estimation error, the uncertain dynamics and the noises being not required to be small enough. Moreover, both the augmented cost function and the original cost function are proved to be upper bounded by the desired bound so that the robustness against the disturbance is guaranteed. The simulation results validate the effectiveness of the proposed filter.