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. © 1990 Taylor & Francis Group, LLC.
Tornambè, A. (1990). High-gain filters for non-linear stochastic systems. INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 21(10), 2005-2017 [10.1080/00207729008910520].
High-gain filters for non-linear stochastic systems
TornambÈ, A.
1990-01-01
Abstract
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. © 1990 Taylor & Francis Group, LLC.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.