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• W2024491113 abstract "In this paper we introduce a transformation for the exact closed-loop decomposition of the optimal Kalman filter and the linear quadratic optimal controller of multi time scale continuous-time, linear, singularly-perturbed stochastic systems. The solution of the corresponding algebraic regulator and filter Riccati equations are obtained in terms of solutions of reduced-order subsystem, algebraic, Riccati equations corresponding to the system time scales. We have also obtained N completely independent reduced-order subsystem Kalman filters working in parallel in different time scales. This allows parallel processing of information with lower-order, different rates Kalman filters consistent with the system time scales." @default.
• W2024491113 created "2016-06-24" @default.
• W2024491113 creator A5031375377 @default.
• W2024491113 creator A5068567041 @default.
• W2024491113 date "2008-08-01" @default.
• W2024491113 modified "2023-10-14" @default.
• W2024491113 title "A method for optimal control and filtering of multitime-scale linear singularly-perturbed stochastic systems" @default.
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• W2024491113 doi "https://doi.org/10.1016/j.automatica.2007.12.001" @default.
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