A New Filtering Method for Linear Singularly Perturbed Systems

Z. Gajic; M. T. Lim

doi:10.1109/9.317133

A New Filtering Method for Linear Singularly Perturbed Systems

Z. Gajic, M. T. Lim

Research output: Contribution to journal › Article › peer-review

23 Citations (Scopus)

Abstract

In this paper we present a new method which allows complete decomposition of the optimal global Kalman filter for linear singularly perturbed systems into pure-slow and pure-fast local optimal filters both driven by the system measurements. The method is based on the exact decomposition of the global singularly perturbed algebraic Riccati equation into pure-slow and pure-fast local algebraic Riccati equations. An F-8 aircraft example demonstrates the proposed method.

Original language	English
Pages (from-to)	1952-1955
Number of pages	4
Journal	IEEE Transactions on Automatic Control
Volume	39
Issue number	9
DOIs	https://doi.org/10.1109/9.317133
Publication status	Published - 1994 Sept
Externally published	Yes

ASJC Scopus subject areas

Control and Systems Engineering
Computer Science Applications
Electrical and Electronic Engineering

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10.1109/9.317133

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abstract = "In this paper we present a new method which allows complete decomposition of the optimal global Kalman filter for linear singularly perturbed systems into pure-slow and pure-fast local optimal filters both driven by the system measurements. The method is based on the exact decomposition of the global singularly perturbed algebraic Riccati equation into pure-slow and pure-fast local algebraic Riccati equations. An F-8 aircraft example demonstrates the proposed method.",

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AB - In this paper we present a new method which allows complete decomposition of the optimal global Kalman filter for linear singularly perturbed systems into pure-slow and pure-fast local optimal filters both driven by the system measurements. The method is based on the exact decomposition of the global singularly perturbed algebraic Riccati equation into pure-slow and pure-fast local algebraic Riccati equations. An F-8 aircraft example demonstrates the proposed method.

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JO - IEEE Transactions on Automatic Control

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A New Filtering Method for Linear Singularly Perturbed Systems

Abstract

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