A NEW FILTERING METHOD FOR LINEAR SINGULARLY PERTURBED SYSTEMS

Authors
GAJIC Z LIM MT
Citation
Z. Gajic et Mt. Lim, A NEW FILTERING METHOD FOR LINEAR SINGULARLY PERTURBED SYSTEMS, IEEE transactions on automatic control, 39(9), 1994, pp. 1952-1955
Citations number
10
Categorie Soggetti
Controlo Theory & Cybernetics","Robotics & Automatic Control","Engineering, Eletrical & Electronic
Journal title
IEEE transactions on automatic control → ACNP
ISSN journal
00189286
Volume
39
Issue
9
Year of publication
1994
Pages
1952 - 1955
Database
ISI
SICI code
0018-9286(1994)39:9<1952:ANFMFL>2.0.ZU;2-E
Abstract
In this paper we present a new method which allows complete decomposit ion of the optimal global Kalman filter for linear singularly perturbe d systems into pure-slow and pure-fast local optimal filters both driv en by the system measurements. The method is based on the exact decomp osition 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.