• DocumentCode
    1349058
  • 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
  • Volume
    5
  • Issue
    17
  • fYear
    2011
  • Firstpage
    2023
  • Lastpage
    2032
  • 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;
  • fLanguage
    English
  • Journal_Title
    Control Theory & Applications, IET
  • Publisher
    iet
  • ISSN
    1751-8644
  • Type

    jour

  • DOI
    10.1049/iet-cta.2010.0390
  • Filename
    6044599
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1349058