Title :
H2 filtering for non-linear singularly perturbed systems
Author :
Aliyu, M.D.S. ; Boukas, E.K.
Author_Institution :
Dept. of Mech. Eng., Ecole Polytech. de Montreal, Montreal, QC, Canada
Abstract :
In this study, the authors consider the H2 (or Kalman)-filtering problem for singularly perturbed (two-timescale) non-linear systems. Two types of filters, namely (i) decomposition and (ii) aggregate, are discussed, and sufficient conditions for the solvability of the problem in terms of Hamilton-Jacobi-Bellman equations (HJBEs) are presented. The results are also specialised to linear systems in which case the HJBEs reduce to a system of bilinear-matrix-inequalities.
Keywords :
Kalman filters; bilinear systems; linear systems; matrix algebra; nonlinear control systems; nonlinear filters; singularly perturbed systems; H2 filtering; HJBE; Hamilton-Jacobi-Bellman equations; Kalman-filtering problem; aggregate filters; bilinear-matrix-inequality; decomposition filters; nonlinear singularly perturbed systems; problem solvability; singularly perturbed nonlinear systems; sufficient conditions; two-timescale nonlinear systems;
Journal_Title :
Control Theory & Applications, IET
DOI :
10.1049/iet-cta.2010.0390
