Abstract
The decomposition of the algebraic Riccati equations of deterministic and stochastic multimodeling in terms of one pure-slow and two pure-fast algebraic Riccati equations is presented. In addition, the complete decomposition of the optimal Kalman filter of the multimodeling structures in terms of pure-slow and pure-fast well-defined reduced-order, independent Kalman filters is also presented.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 3282-3286 |
| Number of pages | 5 |
| Journal | Proceedings of the American Control Conference |
| Volume | 5 |
| State | Published - 1999 |
| Event | Proceedings of the 1999 American Control Conference (99ACC) - San Diego, CA, USA Duration: Jun 2 1999 → Jun 4 1999 |
All Science Journal Classification (ASJC) codes
- Electrical and Electronic Engineering