Robust Kalman filter for descriptor systems

Robust Kalman filter for descriptor systems

This note is concerned with the problem of state estimation for descriptor systems subject to uncertainties. A Kalman type recursive algorithm is derived. Numerical examples are included to demonstrate the performance of the proposed robust filter

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Veröffentlicht in:IEEE transactions on automatic control 2006-08, Vol.51 (8), p.1354-1354
Hauptverfasser: Ishihara, J.Y., Terra, M.H., Campos, J.C.T.
Format: Artikel
Sprache:eng
Schlagworte:
Algorithms
Applied sciences
Automatic control
Computer science
control theory
systems
Control theory. Systems
Descriptor systems
discrete-time filters
Exact sciences and technology
Filtering
Kalman filters
Maximum likelihood estimation
Modelling and identification
Recursive
Riccati equations
Robots
robust estimation
robust filtering
Robust stability
Robustness
State estimation
State-space methods
Uncertainty
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Beschreibung
Zusammenfassung:This note is concerned with the problem of state estimation for descriptor systems subject to uncertainties. A Kalman type recursive algorithm is derived. Numerical examples are included to demonstrate the performance of the proposed robust filter
ISSN:0018-9286
1558-2523
DOI:10.1109/TAC.2006.878741