Title :
A deterministic approach for general discrete-time Kalman filter for singular systems
Author :
Bianco, Aline F. ; Ishihara, João Y. ; Terra, Marco H.
Author_Institution :
Dept. of Electr. Eng., Sao Paulo Univ., Sao Carlos, Brazil
Abstract :
In this paper, the Kalman filter and the corresponding Riccati equation for discrete-time, time-variant descriptor systems are addressed in their most general formulation. A new "9-block" form for the optimal filter is derived using deterministic approach. This new expression, besides including one step delayed state, presents an interesting simple and symmetric structure. Stability results for this filter are also presented.
Keywords :
Kalman filters; Riccati equations; discrete time filters; stability; state estimation; 9-block form; Kalman filtering; Riccati equation; deterministic approach; discrete-time Kalman filter; general formulation; one step delayed state; optimal filter; singular systems; stability; state estimation; symmetric structure; time-variant descriptor systems; Control system synthesis; Delay; Filtering; Kalman filters; Recursive estimation; Riccati equations; Robots; Robustness; Stability; State estimation;
Conference_Titel :
American Control Conference, 2005. Proceedings of the 2005
Print_ISBN :
0-7803-9098-9
Electronic_ISBN :
0743-1619
DOI :
10.1109/ACC.2005.1470610
