A new filtering method for linear singularly perturbed systems

DOI10.1109/9.317133zbMATH Open0811.93061OpenAlexW2018975158MaRDI QIDQ4324946FDOQ4324946

Authors: Zoran Gajic, May Lim 

Publication date: 2 March 1995

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.317133

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zbMATH Keywords

linear singularly perturbed systemsoptimal global Kalman filterperturbed algebraic Riccati equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Singular perturbations for ordinary differential equations (34E15) Linear systems in control theory (93C05)

Cited In (14)

• Filtering for Linear Stochastic Systems With Small Measurement Noise
• Multi-time method for large-scale filtering
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• Explicit solution to the singular discrete-time stationary linear filtering problem
• A method for optimal control and filtering of multitime-scale linear singularly-perturbed stochastic systems
• Dynamic output feedback control of nonlinear singularly perturbed systems
• Filter problems of linear singular systems
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• Decomposition method for solving kalman filter gains in singularly perturbed systems
• Robust \(\mathcal H_{\infty}\) fuzzy filter design for uncertain nonlinear singularly perturbed systems with Markovian jumps: an LMI approach
• \(\mathcal H_{\infty }\)-filtering for singularly perturbed nonlinear systems
• \(H_\infty\) output feedback control design for uncertain fuzzy systems with multiple time scales: an LMI approach
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