✦ LIBER ✦

Near optimal smoothing for singularly perturbed linear systems

✍ Scribed by D. Altshuler; A.H. Haddad

Publisher: Elsevier Science
Year: 1978
Tongue: English
Weight: 541 KB
Volume: 14
Category: Article
ISSN: 0005-1098
DOI: 10.1016/0005-1098(78)90078-x

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✦ Synopsis

A two time-scale lower order design is proposed as a near optimal solution to the fixed-interval smoothing problem for systems with slow and fast modes. The slow mode smoothing solution, in the limit as the perturbation parameter/1-,0, tends to that of the reduced-order problem; and the near optimal fast mode smoother is simply a weighted sum of lower order two time-scale filters. While the near optimal solution affords a significant reduction in computational complexity, the performance degradation, as illustrated in an example, is typically negligible.

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