DocumentCode :
424571
Title :
Optimal recursive estimation for discrete-time descriptor systems
Author :
Ishihara, João Y. ; Campos, José C T ; Terra, Marco H.
Author_Institution :
Dept. of Electr. Eng., Sao Paulo Univ., Sao Carlos, Brazil
Volume :
1
fYear :
2004
fDate :
June 30 2004-July 2 2004
Firstpage :
188
Abstract :
The optimal recursive estimation problem for general time-variant descriptor systems is considered in this paper. We show that the filter recursion can be obtained as solution of appropriate data fitting problems. We can consider the fitting evolving the entire trajectory at once or consider a one step correction.
Keywords :
Kalman filters; discrete time systems; optimal control; optimisation; recursive estimation; data fitting problems; discrete-time descriptor systems; general time-variant descriptor systems; optimal recursive estimation;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
American Control Conference, 2004. Proceedings of the 2004
Conference_Location :
Boston, MA, USA
ISSN :
0743-1619
Print_ISBN :
0-7803-8335-4
Type :
conf
Filename :
1383602
Link To Document :
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