Information filtering and array algorithms for descriptor systems

Author

Padoan, Antonio C., Jr. ; Terra, Marco H. ; Ishihara, João Y.

Author_Institution

Sao Paulo Univ., Sao Carlos

fYear

2005

fDate

27-29 June 2005

Firstpage

1481

Lastpage

1486

Abstract

This paper presents new information filters and array algorithms for descriptor systems with and without uncertainties in the parameters. Information filters are useful, for example, when there exist poor information about the initial condition of the state to be estimated. In addition, the use of array algorithms gives new possibilities to handle numerical problems, with more robust numerical implementations if compared to the explicit Riccati recursions, mainly in fix-point implementations

Keywords

Riccati equations; discrete time systems; information filtering; linear systems; robust control; state estimation; stochastic systems; uncertain systems; Riccati recursions; array algorithms; fix-point implementation; information filtering; information filters; state estimation; uncertain discrete-time linear stochastic descriptor system; Covariance matrix; Filtering algorithms; Information filtering; Information filters; Noise measurement; Recursive estimation; Riccati equations; Robustness; State estimation; Uncertainty;

fLanguage

English

Publisher

ieee

Conference_Titel

Intelligent Control, 2005. Proceedings of the 2005 IEEE International Symposium on, Mediterrean Conference on Control and Automation

Conference_Location

Limassol

ISSN

2158-9860

Print_ISBN

0-7803-8936-0

Type

conf

DOI

10.1109/.2005.1469801

Filename

1469801