SERIES EXPANSION OF SINGULARLY PERTURBED LINEAR SYSTEMS WITH APPLICATIONS TO ESTIMATION.

D. Altshuler*, A. H. Haddad

*Corresponding author for this work

Research output: Contribution to journalConference articlepeer-review

Abstract

Conditions are derived under which the slow modes of a singularly perturbed linear system have a lower-order slow-sampled series expansion. Initially, general linear systems with white noise inputs are considered, with the theory being later applied to state estimation problems. The implication to the filtering problem is that an estimator, with no greater complexity than the reduced filter, can be designed that approximates the slow modes much more closely, for larger values of the perturbation parameter. The conditions, which restrict the interconnections of the fast modes and the slow subsystems, are obtained as simple state and output controllability tests for time-invariant systems. Finally an example is provided to illustrate the simplicity of implementation and improvement in performance of this approach.

Original languageEnglish (US)
Pages (from-to)675-680
Number of pages6
JournalNational Conference Publication - Institution of Engineers, Australia
StatePublished - Jan 1 1979
EventProc, Jt Autom Control Conf - Denver, CO, USA
Duration: Jun 17 1979Jun 21 1979

ASJC Scopus subject areas

  • Engineering(all)

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