Mean-square H∞ filtering for stochastic systems: Application to a 2DOF helicopter

This paper designs the central finite-dimensional H∞H∞ filter for linear stochastic systems with integral-quadratically bounded deterministic disturbances, that is suboptimal for a given threshold γγ with respect to a modified Bolza–Meyer quadratic criterion including the attenuation control term with the opposite sign. The original H∞H∞ filtering problem for a linear stochastic system is reduced to the corresponding mean-square H2 filtering problem, using the technique proposed in Doyle (1989) [1]. In the example, the designed filter is applied to estimation of the pitch and yaw angles of a two degrees of freedom (2DOF) helicopter.

► This paper designs central finite-dimensional H∞H∞ filter for linear stochastic systems. ► This filter is suboptimal with respect to a modified Bolza–Meyer criterion. ► The original problem is reduced to the corresponding H2 filtering problem. ► The designed filter estimates pitch and yaw angles of a two 2DOF helicopter.