Optimal recursive estimation for discrete-time descriptor systems

Optimal recursive estimation for discrete-time descriptor systems

The optimal recursive estimation problem for general time-variant descriptor systems is considered in this paper. We show that the filter recursion can be obtained as solution of appropriate data fitting problems. We can consider the fitting evolving the entire trajectory at once or consider a one s...

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Hauptverfasser: Ishihara, J.Y., Campos, J.C.T., Terra, M.H.
Format: Tagungsbericht
Sprache:eng
Schlagworte:
Applied sciences
Computer science
control theory
systems
Control system synthesis
Control theory. Systems
Economic forecasting
Exact sciences and technology
Gaussian noise
Maximum likelihood estimation
Modelling and identification
Noise measurement
Nonlinear filters
Recursive estimation
Robots
State estimation
State-space methods
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Beschreibung
Zusammenfassung:The optimal recursive estimation problem for general time-variant descriptor systems is considered in this paper. We show that the filter recursion can be obtained as solution of appropriate data fitting problems. We can consider the fitting evolving the entire trajectory at once or consider a one step correction.
ISSN:0743-1619
2378-5861
DOI:10.23919/ACC.2004.1383602