By Topic

Reduced-order H optimal filtering for systems with slow and fast modes

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Myo-Taeg Lim ; Sch. of Electr. Eng., Korea Univ., Seoul, South Korea ; Gajic, Z.

In this paper we present a method that allows complete time scale separation and parallelism of the H optimal filtering problem for linear systems with slow and fast modes (singularly perturbed linear systems). The algebraic Riccati equation of singularly perturbed H filtering problem Is decoupled into two completely independent reduced-order pure-slow and pure-fast H algebraic Riccati equations. The corresponding H filter is decoupled into independent reduced-order, well-defined pure-slow and pure-fast filters driven by system measurements. The proposed exact closed-loop decomposition technique produces many savings in both on-line and off-line computations and allows parallel processing of information with different sampling rates for slow and fast signals

Published in:

Circuits and Systems I: Fundamental Theory and Applications, IEEE Transactions on  (Volume:47 ,  Issue: 2 )