15th Triennial World Congress of the International Federation of Automatic Control
  Barcelona, 21–26 July 2002 
SOME RESULTS ON STABILITY OF REDUCED-ORDER FILTER USING LEADING SINGULAR MODES
Hong Son Hoang* Remy Baraille*
Stephen Edward Cohn** Olivier Talagrand***
* SHOM/GRGS, Toulouse, France
** DAO/NASA/GSFC, Greenbelt, Maryland, USA
*** LMD/ENS, Paris, France

Stability of the filter whose gain is constructed on the basis of several leading singular modes of the system dynamics, is studied. It is shown that to ensure a stability of the filter, it is sufficient to construct the projection subspace from all unstable and neutral singular modes. The question on the modification of the structure of the gain in filter for adaptation purpose is also addressed. Simple numerical examples as well as experiments for assimilating the simulated data in the system of differential equations are presented to illustrate the theory and the efficiency of the adaptive filter.
Keywords: Eigenvalue decomposition, Singular value decomposition, Time-varying system, Exponential stability
Session slot T-Mo-A21: System Engineering, Management and Control Education/Area code 5a : Large Scale Systems