High-gain filters for non-linear stochastic systems
作者:
A. TORNAMBÈ,
期刊:
International Journal of Systems Science
(Taylor Available online 1990)
卷期:
Volume 21,
issue 10
页码: 2005-2017
ISSN:0020-7721
年代: 1990
DOI:10.1080/00207729008910520
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The use of high-gains in the filtering problem for non-linear stochastic systems is studied. It is shown that a high-gain filter has the same structure as a Luenberger observer. The use of high-gains is studied in the cancellation of non-linearities in order to simplify the filter design for non-linear systems. Singular perturbation techniques are used to show how the error dynamics reaches stable equilibrium in a very fast transient time, ensuring that the slow dynamics of the filter are just those of the non-linear stochastic system.
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