Multi-time method for large-scale filtering

DOI10.1080/00207728808964059MaRDI QIDQ3807102zbMATH OpenOpenAlexWikidataFDO

Authors Jagdish Chandra, G. S. Ladde, Ongard Sirisaengtaksin

Publication date 1988

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207728808964059

zbMATH Keywords

singularly perturbed systemsthree-time-scale weighting parameter linear filtering problem

Mathematics Subject Classification ID

Singular perturbations for ordinary differential equations (34E15) Inference from stochastic processes and prediction (62M20) Large-scale systems (93A15) Filtering in stochastic control theory (93E11)

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Cites work

• A multimodel approach to stochastic Nash games
• Diagonalization and stability of multi-time-scale singularly perturbed linear systems
• scientific article; zbMATH DE number 3682726 (Why is no real title available?)
• Linear filtering of singularly perturbed systems
• Linear multivariable control. A geometric approach
• Multitime-scale singularly perturbed linear stochastic systems^∗
• Singular perturbations and order reduction in control theory - an overview
• Singular perturbations and time-scale methods in control theory: Survey 1976-1983
• Thermal Noise at High Frequencies

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(3)

• Identification of two-time scaled systems using prefilters
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• Multiresolutional distributed filtering

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