On a New Low-Rank Kalman-Bucy Filter and its Convergence Property
Author:
Affiliation:
1. Graduate School of Informatics, Kyoto University
Publisher
The Institute of Systems, Control and Information Engineers
Subject
General Medicine
Link
https://www.jstage.jst.go.jp/article/sss/2021/0/2021_16/_pdf
Reference9 articles.
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2. [2] Goro Obinata and Brian D. O. Anderson. Model Reduction for Control System Design. Springer Science & Business Media, 2012.
3. [3] Athanasios C Antoulas. Approximation of Large-Scale Dynamical Systems. SIAM, 2009.
4. [4] Yuming Ba, Lijian Jiang, and Na Ou. A two-stage ensemble Kalman filter based on multiscale model reduction for inverse problems in time fractional diffusion-wave equations. Journal of Computational Physics, Vol.374, pp.300–330, 2018.
5. [5] Mathias Hudoba de Badyn and Mehran Mesbahi. Large-scale distributed Kalman filtering via an optimization approach. IFAC-PapersOnLine, Vol.50, No.1, pp.10742–10747, 2017.
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1. Low-Rank Approximated Kalman-Bucy Filters Using Oja’s Principal Component Flow for Linear Time-Invariant Systems;IEEE Control Systems Letters;2024
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