H-infinity filtering for a class of nonlinear discrete-time systems based on unscented transform

This paper is concerned with the H∞ filtering for a class of nonlinear discrete-time systems. By embedding the unscented transform technique into the extended H∞ filter structure, the unscented H∞ filtering can be carried out using the statistical linear error propagation approach. Moreover, the unscented H∞ information form filter has been developed for decentralized fusion by defining appropriate information state vectors and matrices. The novel filter achieves not only higher accuracy, but also robustness against model uncertainty. Simulation results for the frequency modulation demodulation and bearings-only tracking are presented to illustrate the effectiveness of the proposed method.