Recursive linear estimation for general discrete-time descriptor systems

DOI10.1016/j.automatica.2010.02.003zbMath1193.93165OpenAlexW2096747504MaRDI QIDQ983222

Aline F. Bianco, Marco H. Terra, João Yoshiyuki Ishihara

Publication date: 3 August 2010

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2010.02.003

zbMATH Keywords

stabilityconvergencestate estimationdescriptor systemsRiccati equationKalman filteringdiscrete-timeoptimal estimates

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

Related Items (2)

Set-membership approach and Kalman observer based on zonotopes for discrete-time descriptor systems ⋮ Optimal robust filtering for systems subject to uncertainties

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• On the discrete time matrix Riccati equation of optimal control†
• Optimal recursive estimation for discrete-time descriptor systems

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