H-infinity filtering for rectangular discrete-time descriptor systems

Autor(es)

Ishihara, Joao Y. ^[1] ; Terra, Marco H. ^[2] ; Espinoza, B. M. ^[1]

Afiliação do(s) autor(es)

^[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

• Tipo de documento: Artigo Científico
• Fonte: AUTOMATICA; v. 45, n. 7, p. 1743-1748, JUL 2009.
• Citações Web of Science: 19

Resumo

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)

• 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