• DocumentCode
    2483358
  • Title

    H∞ Estimation and Array Algorithms for Discrete-time Descriptor Systems

  • Author

    Ishihara, J.Y. ; Macchiavello, B. ; Terra, M.H.

  • Author_Institution
    Departamento de Engenharia Eletrica, Univ. de Brasilia
  • fYear
    2006
  • fDate
    13-15 Dec. 2006
  • Firstpage
    4740
  • Lastpage
    4745
  • Abstract
    This paper deals with H∞ recursive estimation problem for general time-variant descriptor systems. Firstly, a Riccati-based recursion for predicted estimates is developed (the H∞ filtered estimates recursion was presented in a previous work). In the sequel, the predicted and filtered H∞ filters are presented in information form with the respective array algorithms. A numerical example is presented to illustrate the effectiveness of the proposed algorithms
  • Keywords
    H∞ control; Riccati equations; discrete time systems; filtering theory; recursive estimation; time-varying systems; H∞ filters; H∞ recursive estimation; Riccati-based recursion; array algorithm; discrete-time descriptor system; general time-variant descriptor system; Covariance matrix; Delay estimation; Filtering theory; Game theory; Information filtering; Information filters; Noise measurement; Recursive estimation; Riccati equations; Robustness;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 2006 45th IEEE Conference on
  • Conference_Location
    San Diego, CA
  • Print_ISBN
    1-4244-0171-2
  • Type

    conf

  • DOI
    10.1109/CDC.2006.377090
  • Filename
    4178006
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2483358