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

H-infinity filtering for rectangular discrete-time descriptor systems

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Author(s):
Ishihara, Joao Y. [1] ; Terra, Marco H. [2] ; Espinoza, B. M. [1]
Total Authors: 3
Affiliation:
[1] Univ Brasilia, Dept Elect Engn, Fac Technol, 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. 45, n. 7, p. 1743-1748, JUL 2009.
Web of Science Citations: 19
Abstract

This paper deals with the H(infinity) recursive estimation problem for general rectangular time-variant descriptor systems in discrete time. Riccati-equation based recursions for filtered and predicted estimates are developed based on a data fitting approach and game theory. In this approach, the nature determines a state sequence seeking to maximize the estimation cost, whereas the estimator tries to find an estimate that brings the estimation cost to a minimum. A solution exists for a specified gamma-level if the resulting cost is positive. In order to present some computational alternatives to the H(infinity) filters developed, they are rewritten in information form along with the respective array algorithms. (C) 2009 Elsevier Ltd. All rights reserved. (AU)