Abstract
This short paper considers the properties of singularly perturbed systems with white noise input. The theory of singular perturbations is then applied to the filtering problem for such systems. The resulting filter may be approximately decomposed into two filters in different time scales yielding the estimates of the slow-mode and the fast-mode states.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 515-519 |
| Number of pages | 5 |
| Journal | IEEE Transactions on Automatic Control |
| Volume | 21 |
| Issue number | 4 |
| DOIs | |
| State | Published - Aug 1976 |
ASJC Scopus subject areas
- Control and Systems Engineering
- Computer Science Applications
- Electrical and Electronic Engineering