On the stability of a reduced-order filter based on dominant singular value decomposition of the system dynamics

DOI10.1016/j.automatica.2009.06.032zbMath1179.93161OpenAlexW1980918910MaRDI QIDQ1049114

Rémy Baraille, Hong Son Hoang, Olivier Talagrand

Publication date: 8 January 2010

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2009.06.032

zbMATH Keywords

observabilitysingular value decompositiondetectabilitymean square stabilityunstable dynamics

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Control/observation systems governed by partial differential equations (93C20) Discrete-time control/observation systems (93C55) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items (1)

On the efficient low cost procedure for estimation of high-dimensional prediction error covariance matrices

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A new reduced-order adaptive filter for state estimation in high-dimensional systems
• Convergent algorithms for frequency weighted \(L_{2}\) model reduction
• Regression and the Moore-Penrose pseudoinverse
• All optimal Hankel-norm approximations of linear multivariable systems and theirL,^∞-error bounds†
• Principal component analysis in linear systems: Controllability, observability, and model reduction
• Model reduction via balanced state space representations
• Reduced order state estimators for discrete-time stochastic systems
• Parametrization and optimization of reduced-order filters
• On the design of a stable adaptive filter for state estimation in high dimensional systems

This page was built for publication: On the stability of a reduced-order filter based on dominant singular value decomposition of the system dynamics