Recursive linear estimation for general discrete-time descriptor systems

DOI10.1016/J.AUTOMATICA.2010.02.003zbMATH Open1193.93165OpenAlexW2096747504MaRDI QIDQ983222FDOQ983222

Authors: Marco H. Terra, Aline F. Bianco, João Y. 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

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• scientific article; zbMATH DE number 5371269

zbMATH Keywords

convergencestabilityKalman filteringdescriptor systemsdiscrete-timeRiccati equationstate estimationoptimal estimates

Mathematics Subject Classification ID

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

Cites Work

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• Deterministic least squares filtering.
• Introduction to optimal estimation
• Dynamic equations in descriptor form
• Noncausal image modeling using descriptor approach
• Kalman filtering and Riccati equations for descriptor systems
• Impulsive modes and causality in singular systems
• Kalman filtering for general discrete-time linear systems
• Robust Kalman Filter for Descriptor Systems
• State estimation of stochastic singular linear systems
• Optimal recursive estimation for discrete-time descriptor systems
• Descriptor Kalman estimators
• On the discrete time matrix Riccati equation of optimal control†
• Optimal recursive filtering, prediction, and smoothing for singular stochastic discrete-time systems

Cited In (9)

• Descriptor recursive estimation for multiple sensors with different delay rates
• Recursive estimation of linear systems
• Filtering for rectangular discrete-time descriptor systems
• Guaranteed estimations for linear difference descriptor systems
• Optimal robust filtering for systems subject to uncertainties
• Optimal recursive estimation for discrete-time descriptor systems
• Kalman filtering and Riccati equations for descriptor systems
• Recursive estimation methods for discrete systems
• Set-membership approach and Kalman observer based on zonotopes for discrete-time descriptor systems

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