Reduced-order Kalman filter for a class of continuous - time systems with slow and fast modes

In this thesis, complete decomposition of the Kalman filter into the reduced-order Kalman filter with slow and fast modes is addressed. First, we investigate the decomposition so that the slow and fast filters are completely separated with both of filters driven by the system measurements. The simulation results are presented for such a decomposition using an aircraft example. In the second part, this thesis presents the design of reduced order Kalman filters for systems with both slow and fast modes for the case of perfect measurement. The main advantage of the reduced order approach is moderating and reducing mathematical difficulties to obtain the optimal state estimation. This will facilitate the use of Kalman filter for a class of real-time physical systems. In this thesis, we explain the effectiveness of the proposed design through theoretical studies and simulation results.M.S.Includes bibliographical referencesby Saif Almansour