\(H^\infty\) filtering of nonlinear systems with sampled measurements (Q5931364)

The authors consider the problem of filtering of the nonlinear system \[ \dot x= f(x)+ g_1(x) w, \] with sampled measurements \[ y(kT)= h_2(x(kT))+ v(kT),\quad k= 0,1,\dots, \] in an \(H^\infty\) setting, where \(w\) represents a continuous-time process noise and \(v\) represents a measurement noise. Based on a differential Hamilton-Jacobi inequality they present sufficient conditions for the existence of a filter and construct the filter when these conditions hold.