Recursive linear estimation for general discrete-time descriptor systems

Autor(es)

Ishihara, Joao Y. ^[1] ; Terra, Marco H. ^[2] ; Bianco, Aline F. ^[2]

Afiliação do(s) autor(es)

^[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

• Tipo de documento: Artigo Científico
• Fonte: AUTOMATICA; v. 46, n. 4, p. 761-766, APR 2010.
• Citações Web of Science: 10

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. (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