| Full text | |
| Author(s): |
Bianco, Aline F.
;
Ishihara, Joao Y.
;
Terra, Marco H.
;
IEEE
Total Authors: 4
|
| Document type: | Journal article |
| Source: | 2008 10TH INTERNATIONAL CONFERENCE ON CONTROL AUTOMATION ROBOTICS & VISION: ICARV 2008, VOLS 1-4; v. N/A, p. 2-pg., 2008-01-01. |
| Abstract | |
This paper deals with optimal prediction problem for uncertain discrete time singular systems. The parametric uncertainty is assumed to be norm bounded. The singular robust Kalman-type predictor and the corresponding recursive Riccati equation are obtained in their most general formulation where all parameter matrices of the underlying linear model are subject to uncertainties. The quadratic functional developed to deduce this filter combines least squares and penalty functions approaches. (AU) | |