Optimal recursive estimation for discrete-time descriptor systems

DOI10.1080/00207720500219302zbMath1122.93376OpenAlexW2160743055MaRDI QIDQ5712075

Marco H. Terra, João Yoshiyuki Ishihara, J. C. T. Campos

Publication date: 22 December 2005

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207720500219302

zbMATH Keywords

discrete-time systemsstate estimationdescriptor systemsKalman filtering

Mathematics Subject Classification ID

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

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Multiple window moving horizon estimation ⋮ Minimax state estimation for linear discrete-time differential-algebraic equations ⋮ Fusion filtering for rectangular descriptor systems with stochastic bias and random observation delays under weighted try-once-discard protocol ⋮ On the convergence and stability of fractional singular Kalman filter and Riccati equation ⋮ Extended fractional singular Kalman filter ⋮ Optimal filtering for systems with unknown inputs via the descriptor Kalman filtering method ⋮ Robust filtering for uncertain linear discrete-time descriptor systems ⋮ Robust state prediction for descriptor systems ⋮ State estimation for descriptor systems via the unknown input filtering method ⋮ Filtering for rectangular discrete-time descriptor systems ⋮ State estimation for a kind of non-uniform sampling dynamic system ⋮ Recursive linear estimation for general discrete-time descriptor systems ⋮ Optimal state and fault estimation for two-dimensional discrete systems ⋮ Optimal robust filtering for systems subject to uncertainties

Cites Work

• The linear-quadratic optimal regulator for descriptor systems: Discrete- time case
• Deterministic least squares filtering.
• Kalman filtering and Riccati equations for descriptor systems
• Dynamic equations in descriptor form
• Impulsive modes and causality in singular systems
• Noncausal image modeling using descriptor approach
• Kalman filtering for general discrete-time linear systems

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