Near-optimal kalman filters for multiparameter singularly perturbed linear systems
IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications Volume 50 Issue 5
Page 717-721
published_at 2003-05
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| File | |
| Title ( eng ) |
Near-optimal kalman filters for multiparameter singularly perturbed linear systems
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| Creator | |
| Source Title |
IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications
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| Volume | 50 |
| Issue | 5 |
| Start Page | 717 |
| End Page | 721 |
| Abstract |
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.
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| Keywords |
Multiparameter algebraic Riccati equations (MARE)
Multiparameter singularly perturbed system (MSPS)
Optimal Kalman filters
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| NDC |
Information science [ 007 ]
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| Language |
eng
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| Resource Type | journal article |
| Publisher |
IEEE
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| Date of Issued | 2003-05 |
| Rights |
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.
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| Publish Type | Version of Record |
| Access Rights | open access |
| Source Identifier |
[ISSN] 1057-7122
[DOI] 10.1109/TCSI.2003.811026
[NCID] AA10821144
[DOI] http://dx.doi.org/10.1109/TCSI.2003.811026
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