A New Filtering Method for Linear Singularly Perturbed Systems

Z. Gajic, M. T. Lim

Research output: Contribution to journalArticle

22 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 languageEnglish
Pages (from-to)1952-1955
Number of pages4
JournalIEEE Transactions on Automatic Control
Volume39
Issue number9
DOIs
Publication statusPublished - 1994 Sep
Externally publishedYes

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering

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