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
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