Title :
Robust Kalman filter for descriptor systems
Author :
Ishihara, João Y. ; Terra, Marco H. ; Campos, José C T
Author_Institution :
Dept. of Electr. Eng., Sao Paulo Univ., Sao Carlos, Brazil
fDate :
June 30 2004-July 2 2004
Abstract :
This paper is concerned with the problem of state estimation for descriptor systems subject to uncertainties. The Kalman type recursive algorithms for robust filtered, predicted and smoothed estimates are derived. A numerical example is included to demonstrate the performance of the proposed robust filter.
Keywords :
Kalman filters; filtering theory; optimisation; recursive estimation; state estimation; Kalman filter; descriptor systems; robust filter; state estimation;
Conference_Titel :
American Control Conference, 2004. Proceedings of the 2004
Conference_Location :
Boston, MA, USA
Print_ISBN :
0-7803-8335-4
