Decomposition method for solving kalman filter gains in singularly perturbed systems

DOI10.1002/oca.4660140106zbMath0785.93089OpenAlexW1996988475MaRDI QIDQ4694152

Yiqun Ying, Ming Rao, Xuemin (Sherman) Shen

Publication date: 17 August 1993

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.4660140106

zbMATH Keywords

numerical examplesingularly perturbed systemsKalman filterChang transformation

Mathematics Subject Classification ID

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

Related Items (1)

ℋ︁_∞ -filtering for singularly perturbed nonlinear systems

Cites Work

• Singular perturbation method for Kalman filter in discrete systems
• Numerical fixed-point solution for near-optimum regulators of linear quadratic gaussian control problems for singularly perturbed systems†

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