Abstract

In this paper, we propose a decomposition numerical method for the solution of the H-infinity filter gain in singularly perturbed systems. The decomposition removes the ill-conditioning (stiffness) problems of singularly perturbed systems so that only low-order, well-defined subsystems are involved in algebraic computation. We have achieved the decomposition via the use of a nonsingular transformation, which is applied to the Hamiltonian form of the singularly perturbed H-infinity filtering system. An efficient Newton-type algorithm is used for the related computation. An F-8 aircraft application example is given to demonstrate the efficiency of the proposed method.

‚Äč