Recursive linear estimation for general discrete-time descriptor systems

Ishihara, Joao Y.; Terra, Marco H.; Bianco, Aline F.

Advanced search

Search - Use quotation marks to get a more specific result

Index

Field of knowledge

Start date

Betweenand

(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Recursive linear estimation for general discrete-time descriptor systems

Full text
Author(s):	Ishihara, Joao Y. ^[1] ; Terra, Marco H. ^[2] ; Bianco, Aline F. ^[2] Total Authors: 3
Affiliation:	^[1] Univ Brasilia, Fac Technol, Dept Elect Engn, BR-70910900 Brasilia, DF - Brazil ^[2] Univ Sao Paulo, Dept Elect Engn, BR-13566590 Sao Carlos, SP - Brazil Total Affiliations: 2
Document type:	Journal article
Source:	AUTOMATICA; v. 46, n. 4, p. 761-766, APR 2010.
Web of Science Citations:	10
Abstract
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. (AU)

Short URL