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
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;
Conference_Titel :
Decision and Control, 2006 45th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
1-4244-0171-2
DOI :
10.1109/CDC.2006.377090
