Orthogonal state space decompositions with application to parallel filtering

I. Rhodes, R.A. Luenberger
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Abstract

A necessary and sufficient condition is given for the state space to be decomposable into a direct sum of mutually orthogonal observability subspaces. Such a decomposition has important consequences for the numerical conditioning of the basis changes that are involved in the implementation of an observer or Kalman filter as a collection of parallel subsystems.<>
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正交状态空间分解及其在并行滤波中的应用
给出了状态空间可分解为相互正交的可观测子空间的直接和的充分必要条件。这种分解对于基变化的数值调节具有重要意义,这些基变化涉及到作为并行子系统集合的观测器或卡尔曼滤波器的实现。
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