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
fDate :
June 30 2004-July 2 2004
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;
Conference_Titel :
American Control Conference, 2004. Proceedings of the 2004
Conference_Location :
Boston, MA, USA
Print_ISBN :
0-7803-8335-4
