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H-2 filtering for non-linear singularly perturbed systems
Journal article   Peer reviewed

H-2 filtering for non-linear singularly perturbed systems

M. D. S. Aliyu and E. K. Boukas
IET control theory & applications, Vol.5(17), pp.2023-2032
01/11/2011
DOI: https://doi.org/10.1049/iet-cta.2010.0390

Abstract

Automation & Control Systems Engineering Engineering, Electrical & Electronic Instruments & Instrumentation Science & Technology Technology
In this study, the authors consider the H-2 (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.

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