Title :
Moving horizon estimation for linear singular systems
Author :
Boulkroune, B. ; Darouach, M. ; Zasadzinski, M.
Author_Institution :
Centre de Rech. en Autom. de Nancy, Nancy Univ., Cosnes et Romain, France
Abstract :
In this paper, the moving horizon recursive state estimator for linear singular systems is derived from the least squares estimation problem. It will be shown that this procedure yields the same state estimate as the Kalman filter for descriptor systems if the noise is Gaussian. A numerical example is presented to prove the performance of the proposed filter.
Keywords :
Gaussian noise; Kalman filters; least squares approximations; linear systems; state estimation; Gaussian noise; Kalman filter; descriptor systems; least squares estimation; linear singular systems; moving horizon recursive state estimator; Estimation; Kalman filters; Linear systems; Noise; Optimization; Time measurement; Vectors;
Conference_Titel :
Control Conference (ECC), 2007 European
Conference_Location :
Kos
Print_ISBN :
978-3-9524173-8-6
