Proceedings of the KIEE Conference (대한전기학회:학술대회논문집)

The Korean Institute of Electrical Engineers (대한전기학회)
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Reduced-Order $H^{\infty}$ Optimal Kalman Filtering for Weakly Coupled Systems

연성 결합 시스템에서의 저차 $H^{\infty}$ 최적 칼만 필터 설계

  • Cho, Jang-Hui (School of Electrical Engineering, Korea University) ;
  • Kim, Beom-Soo (School of Electrical Engineering, Korea University) ;
  • Lim, Myo-Taeg (School of Electrical Engineering, Korea University)
  • 조장휘 (고려대학교 전기전자전파공학부) ;
  • 김범수 (고려대학교 전기전자전파공학부) ;
  • 임묘택 (고려대학교 전기전자전파공학부)
  • Published : 2000.07.17
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Abstract

In this paper, we consider $H^{\infty}$ optimal Kalman filter problems for linear weakly coupled stochastic systems. We introduce a decomposition for the systems of the Hamiltonian form, which plays an important role of exclusion of ill-condition by ${\varepsilon}$-effect and the parallel computation possibility. It is shown that the algebraic Riccati equation of the weakly coupled $H^{\infty}$ optimal Kalman filter problem is decoupled into completely independent reduced-order, well-defined, two suboptimal Kalman filters.

Keywords