On Singular Perturbations in Linear Filtering and Smoothing.

Abstract

In this paper a unified treatment of the singular perturbation problem in linear filtering and smoothing is presented. If only the slow modes are of interest, then the reduced system solution is an approximation to the exact solution in the interior of the observation interval provided the fast subsystem is either stable, or stabilizable. If also an approximation of the fast modes is of interest, then a stretched time scale is used. (Author)

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1974
Accession Number
ADA028552

Entities

People

  • A. H. Haddad
  • P. V. Kokotovic

Organizations

  • University of Illinois Urbana–Champaign

Tags

DTIC Thesaurus Topics

  • Filters
  • Filtration
  • Intervals
  • Linear Filtering
  • Mathematical Analysis
  • Mathematical Filters
  • Observation
  • Perturbations

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Control Systems Engineering.