A deterministic approach for general discrete-time Kalman filter for singular systems

被引：12

作者：

Bianco, AF ^{[1
]}

Ishihara, JY ^{[1
]}

Terra, MH ^{[1
]}

机构：

[1] Univ Sao Paulo, Dept Elect Engn, BR-13566590 Sao Carlos, SP, Brazil

来源：

ACC: PROCEEDINGS OF THE 2005 AMERICAN CONTROL CONFERENCE, VOLS 1-7 | 2005年

关键词：

descriptor systems; discrete-time; Kalman filtering; singular systems; state estimation; Riccati equation; stability;

D O I：

10.1109/ACC.2005.1470610

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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.

引用

页码：4045 / 4050

页数：6

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