Reduced-order Kalman filtering for time-varying systems

2007 ◽  
Author(s):  
J. Chandrasekar ◽  
I. S. Kim ◽  
D. S. Bernstein
Keyword(s):  
Kalman Filtering ◽  
Time Varying ◽  
Reduced Order ◽  
Time Varying Systems

scholarly journals Reduced-order state estimation for linear time-varying systems

2009 ◽  
Vol 11 (6) ◽  
pp. 595-609
Author(s):  
In Sung Kim ◽  
Bruno O. S. Teixeira ◽  
Jaganath Chandrasekar ◽  
Dennis S. Bernstein
Keyword(s):  
State Estimation ◽  
Linear Time ◽  
Time Varying ◽  
Reduced Order ◽  
Time Varying Systems ◽  
Order State

scholarly journals Parametric design to reduced-order functional observer for linear time-varying systems

2021 ◽  
pp. 002029402110211
Author(s):  
Da-Ke Gu ◽  
Li-Song Sun ◽  
Yin-Dong Liu
Keyword(s):  
Parametric Design ◽  
Linear Time ◽  
Design Flow ◽  
Observation Error ◽  
Time Varying ◽  
Nonsingular Transformation ◽  
Reduced Order ◽  
Functional Observer ◽  
Time Varying Systems ◽  
Generalized Sylvester Equation

This article studies the parametric design of reduced-order functional observer (ROFO) for linear time-varying (LTV) systems. Firstly, existence conditions of the ROFO are deduced based on the differentiable nonsingular transformation. Then, depending on the solution of the generalized Sylvester equation (GSE), a series of fully parameterized expressions of observer coefficient matrices are established, and a parametric design flow is given. Using this method, the observer can be constructed under the expected convergence speed of the observation error. Finally, two numerical examples are given to verify the correctness and effectiveness of this method and also the aircraft control problem.

Model order reduction based on discrete-time Laguerre functions for discrete linear periodic time-varying systems

2020 ◽  
Vol 42 (16) ◽  
pp. 3281-3289
Author(s):  
Li-Li Sun ◽  
Kang-Li Xu ◽  
Yao-Lin Jiang
Keyword(s):  
Model Order Reduction ◽  
Transfer Functions ◽  
Order Reduction ◽  
Time Varying ◽  
Laguerre Functions ◽  
Model Order ◽  
Reduced Order ◽  
Engineering Problems ◽  
Time Varying Systems ◽  
Order Reduction Method

Many engineering problems can be modelled as linear periodic time-varying (LPTV) systems, which naturally leads to the need for model order reduction of LPTV systems. This paper investigates a new model order reduction method for discrete LPTV systems. First, the state-space realization in the Fourier-lifted form of discrete LPTV system is constructed by representing periodic matrices in exponentially modulated periodic (EMP) Fourier series. By using Laguerre functions to expand the transfer function of the resulting Fourier-lifted system, the corresponding model order reduction algorithm is developed. Furthermore, the proposed algorithm is used to reduce the discrete LPTV system in the standard-lifted form. Theoretical analysis indicates that the transfer functions of both reduced order systems can match a certain number of moments. Finally, two numerical examples are given to verify the effectiveness of the proposed method.

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