A new filtering method for linear singularly perturbed systems

DOI10.1109/9.317133MaRDI QIDQ4324946zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Decomposition solution of \(H_{\infty}\) filter gain in singularly perturbed systems
• Filtering for Linear Stochastic Systems With Small Measurement Noise
• Decomposition method for solving kalman filter gains in singularly perturbed systems
• A method for optimal control and filtering of multitime-scale linear singularly-perturbed stochastic systems
• Near-optimum regulators for stochastic linear singularly perturbed systems

Cited in

(14)

• scientific article; zbMATH DE number 1047228 (Why is no real title available?)
• Filtering for Linear Stochastic Systems With Small Measurement Noise
• scientific article; zbMATH DE number 16923 (Why is no real title available?)
• Multi-time method for large-scale filtering
• scientific article; zbMATH DE number 4150061 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 92906 (Why is no real title available?)
• 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

This page was built for publication: A new filtering method for linear singularly perturbed systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4324946)