Estimation for boundary-value descriptor systems

DOI10.1007/BF01598744zbMath0681.93064OpenAlexW2077485227MaRDI QIDQ1823911

Ramine Nikoukhah, Alan S. Willsky, Bernard C. Levy, Milton B. Adams

Publication date: 1989

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01598744

zbMATH Keywords

descriptor Hamiltonian systemdiscrete-time descriptor dynamicsmethod of complementary processesoptimal smoother

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Data smoothing in stochastic control theory (93E14) Discrete version of topics in analysis (39A12) General theory for ordinary differential equations (34A99)

Related Items (8)

A spectral factorization algorithm for discrete-time descriptor systems via generalized eigenproblems ⋮ Correspondence A note on efficient smoothing for boundary value models ⋮ Generalized fixed-interval smoothers for discrete-time systems ⋮ Recursive state and parameter estimation of linear multivariable singular systems ⋮ Reachability, observability, and minimality for shift-invariant two-point boundary-value descriptor systems ⋮ Smoothing for multipoint boundary value models ⋮ Reachability, observability, minimality, and extendibility for two-point boundary-value descriptor systems ⋮ \((J,J')\)-spectral factorization and conjugation for discrete-time descriptor system

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• On the fixed-interval smoothing problem
• Two filter smoothing formulae by diagonalization of the Hamiltonian equations†
• Dynamic equations in descriptor form

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