Title :
Recursive State Estimation for Singular Systems
Author :
Zasadzinski, M. ; Mehdi, D. ; Darouach, M.
Author_Institution :
C.R.A.N. (C.N.R.S. U.A. 821), L.A.R.A.L., route de Romain, 54400 Longwy, France
Abstract :
A recursive state estimator for linear singular systems is derived from the least squares estimation problem. Regularity of the matrix pencil (sE - A) is not required and state matrices E and A can be rectangular.
Keywords :
Cost function; Covariance matrix; Equations; Gaussian processes; Least squares approximation; Least squares methods; Linear systems; Recursive estimation; State estimation; Sufficient conditions;
Conference_Titel :
American Control Conference, 1991
Conference_Location :
Boston, MA, USA
Print_ISBN :
0-87942-565-2
