Near-optimal kalman filters for multiparameter singularly perturbed linear systems

IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications 50 巻 5 号 717-721 頁 2003-05 発行
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Near-optimal kalman filters for multiparameter singularly perturbed linear systems
作成者
収録物名
IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications
50
5
開始ページ 717
終了ページ 721
抄録
In this brief, we study the near-optimal Kalman filtering problem for multiparameter singularly perturbed system (MSPS). The attention is focused on the design of the near-optimal Kalman filters. It is shown that the resulting filters in fact remove ill-conditioning of the original full-order singularly perturbed Kalman filters. In addition the resulting filters can be used compared with the previously proposed result even if the fast state matrices are singular.
著者キーワード
Multiparameter algebraic Riccati equations (MARE)
Multiparameter singularly perturbed system (MSPS)
Optimal Kalman filters
NDC分類
情報科学 [ 007 ]
言語
英語
資源タイプ 学術雑誌論文
出版者
IEEE
発行日 2003-05
権利情報
Copyright (c) 2003 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.
出版タイプ Version of Record(出版社版。早期公開を含む)
アクセス権 オープンアクセス
収録物識別子
[ISSN] 1057-7122
[DOI] 10.1109/TCSI.2003.811026
[NCID] AA10821144
[DOI] http://dx.doi.org/10.1109/TCSI.2003.811026