Title :
H∞ filtering of two-time-scale systems
Author :
Azzo, A.H. ; Stout, Wayne L. ; Sawan, M. Edwin
Author_Institution :
Dept. of Electr. Eng., Wichita State Univ., KS, USA
fDate :
29 June-1 July 1994
Abstract :
The singular perturbation approach to the analysis and design of two-time-scale systems is applied to the H∞ filtering problem. A sequential procedure is described to decompose the problem into slow and fast subproblems. In this procedure, a fast filter is designed first using the fast model; then a slow filter is designed under a condition on the value of the filter at infinity. A composite filter is formed as the parallel connection of the fast with the strictly proper part of the slow filter. The asymptotic validity of the composite filter is established.
Keywords :
control system analysis; control system synthesis; filtering theory; perturbation techniques; H∞ filtering; asymptotic validity; composite filter; fast filter; fast model; sequential procedure; singular perturbation approach; slow filter; two-time-scale systems; Design methodology; Eigenvalues and eigenfunctions; Estimation error; Filtering; Filters; H infinity control; Process design; Symmetric matrices; Transfer functions;
Conference_Titel :
American Control Conference, 1994
Print_ISBN :
0-7803-1783-1
DOI :
10.1109/ACC.1994.734986
