Optimal Robust Prediction for General Discrete Time Singular Systems

Autor(es)

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

• Tipo de documento: Artigo Científico
• Fonte: 2008 10TH INTERNATIONAL CONFERENCE ON CONTROL AUTOMATION ROBOTICS & VISION: ICARV 2008, VOLS 1-4; v. N/A, p. 2-pg., 2008-01-01.

Resumo

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)

• Processo FAPESP: 04/03826-8 - Filtros de kalman robustos para sistemas dinamicos singulares em tempo discreto.
• Beneficiário: Aline Fernanda Bianco
• Modalidade de apoio: Bolsas no Brasil - Doutorado
• Processo FAPESP: 03/12574-0 - Filtros de Kalman robustos para sistemas singulares
• Beneficiário: Marco Henrique Terra
• Modalidade de apoio: Auxílio à Pesquisa - Regular