Recursive linear estimation for general discrete-time descriptor systems
| Contribuinte(s) |
UNIVERSIDADE DE SÃO PAULO |
|---|---|
| Data(s) |
18/10/2012
18/10/2012
2010
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| Resumo |
This paper considers the optimal linear estimates recursion problem for discrete-time linear systems in its more general formulation. The system is allowed to be in descriptor form, rectangular, time-variant, and with the dynamical and measurement noises correlated. We propose a new expression for the filter recursive equations which presents an interesting simple and symmetric structure. Convergence of the associated Riccati recursion and stability properties of the steady-state filter are provided. (C) 2010 Elsevier Ltd. All rights reserved. Fundacao de Amparo a Pesquisa do Estado de sao Paulo (FAPESP)[04/03826-8] Fundacao de Amparo a Pesquisa do Estado de sao Paulo (FAPESP)[03/12574-0] Cnpq[310852/20064] |
| Identificador |
AUTOMATICA, v.46, n.4, p.761-766, 2010 0005-1098 http://producao.usp.br/handle/BDPI/18071 10.1016/j.automatica.2010.02.003 |
| Idioma(s) |
eng |
| Publicador |
PERGAMON-ELSEVIER SCIENCE LTD |
| Relação |
Automatica |
| Direitos |
restrictedAccess Copyright PERGAMON-ELSEVIER SCIENCE LTD |
| Palavras-Chave | #Convergence #descriptor systems #Discrete-time #Kalman filtering #Optimal estimates #Riccati equation #Stability #State estimation #SINGULAR SYSTEMS #KALMAN FILTER #EQUATIONS #Automation & Control Systems #Engineering, Electrical & Electronic |
| Tipo |
article original article publishedVersion |
