A NEW FILTERING METHOD FOR LINEAR SINGULARLY PERTURBED SYSTEMS

被引：20

作者：

GAJIC, Z

LIM, MT

机构：

[1] Department of Electrical and Computer Engineering, Rutgers University, Piscataway

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1994年 / 39卷 / 09期

关键词：

D O I：

10.1109/9.317133

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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.

引用

页码：1952 / 1955

页数：4

共 8 条

[1] NUMERICAL FIXED-POINT SOLUTION FOR NEAR-OPTIMUM REGULATORS OF LINEAR QUADRATIC GAUSSIAN CONTROL-PROBLEMS FOR SINGULARLY PERTURBED SYSTEMS [J].