Recursive approach of optimal Kalman filtering problem for multiparameter singularly perturbed systems

DOI10.1080/00207720412331325170zbMath1133.93374OpenAlexW2115501122MaRDI QIDQ4652160

Hiroaki Mukaidani

Publication date: 24 February 2005

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207720412331325170

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Perturbations in control/observation systems (93C73)

Related Items (1)

A numerical algorithm for finding solution of sign-indefinite algebraic Riccati equations for general multiparameter singularly perturbed systems

Cites Work

• The existence of a unique and bounded solution of the algebraic Riccati equation of multimodel estimation and control problems
• Control of linear systems with multiparameter singular perturbations
• New results for near-optimal control of linear multiparameter singularly perturbed systems.
• A Schur method for solving algebraic Riccati equations
• Near-optimal control of linear multiparameter singularly perturbed systems
• Near-optimal kalman filters for multiparameter singularly perturbed linear systems
• Asymptotic expansions and a new numerical algorithm of the algebraic Riccati equation for multiparameter singularly perturbed systems

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