Accession Number:

ADA028552

Title:

On Singular Perturbations in Linear Filtering and Smoothing.

Descriptive Note:

Interim rept.,

Corporate Author:

ILLINOIS UNIV AT URBANA-CHAMPAIGN COORDINATED SCIENCE LAB

Personal Author(s):

Report Date:

1974-09-01

Pagination or Media Count:

8.0

Abstract:

In this paper a unified treatment of the singular perturbation problem in linear filtering and smoothing is presented. If only the slow modes are of interest, then the reduced system solution is an approximation to the exact solution in the interior of the observation interval provided the fast subsystem is either stable, or stabilizable. If also an approximation of the fast modes is of interest, then a stretched time scale is used. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE