Optimal unbiased reduced order filtering for discrete-time descriptor systems via LMI (Q1021453): Difference between revisions

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+Dynamic equations in descriptor form
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+Singular control systems
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+Kalman filtering and Riccati equations for descriptor systems
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+State estimation of stochastic singular linear systems
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+Connection between the three-block generalized Riccati equation and the standard Riccati equation
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+Kalman filtering for general discrete-time linear systems
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+Filtering and smoothing in an H/sup infinity / setting
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+On the optimal unbiased functional filtering
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