Singular value decomposition;
Unstable dynamics;
Mean square stability;
Observability;
Detectability;
MODEL-REDUCTION;
DATA ASSIMILATION;
ADAPTIVE FILTER;
D O I:
10.1016/j.automatica.2009.06.032
中图分类号:
TP [自动化技术、计算机技术];
学科分类号:
0812 ;
摘要:
The stability of a reduced-order filter (ROF), the gain of which is constructed on the basis of a subspace of dominant singular vectors of the system dynamics, is examined. A definition of s-detectability is introduced. It is found that the observability of all unstable and neutral singular vectors (s-detectability) is a sufficient condition for the existence of a stable filter. (C) 2009 Elsevier Ltd. All rights reserved.