DocumentCode
3558041
Title
Singular perturbation method for Kalman filter in discrete systems
Author
Kailasa Rao, A. ; Naidu, D.S.
Author_Institution
Indian Institute of Technology, Department of Electrical Engineering, Kharagpur, India
Volume
131
Issue
1
fYear
1984
fDate
1/1/1984 12:00:00 AM
Firstpage
39
Lastpage
46
Abstract
A singularly perturbed, linear, discrete, optimal, stochastic control problem is considered. The resulting equations for the Kalman filter for the dynamic and steady-state conditions are formulated. A singular-perturbation method is developed to obtain approximate solutions in terms of an outer series and a correction series. Examples are given to illustrate the proposed method.
Keywords
Kalman filters; discrete systems; linear systems; optimal control; perturbation techniques; stochastic systems; Kalman filter; discrete systems; linear systems; optimal control; singular-perturbation method; stochastic control problem;
fLanguage
English
Journal_Title
Control Theory and Applications, IEE Proceedings D
Publisher
iet
Conference_Location
1/1/1984 12:00:00 AM
ISSN
0143-7054
Type
jour
DOI
10.1049/ip-d.1984.0006
Filename
4642231
Link To Document