Title :
Robust Kalman filter for descriptor systems
Author :
Ishihara, João Y. ; Terra, Marco H. ; Campos, José C T
Author_Institution :
Brasilia Univ.
Abstract :
This note is concerned with the problem of state estimation for descriptor systems subject to uncertainties. A Kalman type recursive algorithm is derived. Numerical examples are included to demonstrate the performance of the proposed robust filter
Keywords :
Kalman filters; discrete time systems; state estimation; descriptor systems; discrete-time filters; robust Kalman filter; state estimation; Filtering; Kalman filters; Maximum likelihood estimation; Riccati equations; Robots; Robust stability; Robustness; State estimation; State-space methods; Uncertainty; Descriptor systems; discrete-time filters; robust estimation; robust filtering; robustness;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2006.878741
