Discrete-time filtering for nonlinear polynomial systems

This paper presents a suboptimal H∞ filtering problem solution for a class of discrete-time nonlinear polynomial systems over linear observations. The solution is obtained splitting the whole problem into finding a-priori and a-posteriori equations for state estimates and gain matrices. The closed-form filtering equations for the state estimate and gain matrix are obtained in case of a third-degree polynomial system. Numerical simulations are carried out to show effectiveness of the proposed filter. The obtained filter is compared to the extended Kalman-like H∞ filter.