Nonlinear Filtering: the Set-Membership (Bounding) and the H∞ Techniques

We consider the problem of nonlinear filtering within the framework of deterministic uncertain systems (i.e. control systems with disturbances). We investigate the relationship between the two main approaches to the problems: the set-membership approach and the nonlinear Ho approach. We establish an interesting connection between the two basic constructs of these two approaches: the information state and the information domain. This connection helps to establish a clearer understanding the problem and will play a fundamental role in nonlinear robust output feedback control.