Optimal recursive estimation for discrete-time descriptor systems

被引:0
作者
Ishihara, JY [1 ]
Campos, JCT [1 ]
Terra, MH [1 ]
机构
[1] Univ Sao Paulo, Dept Elect Engn, BR-13566590 Sao Carlos, SP, Brazil
来源
PROCEEDINGS OF THE 2004 AMERICAN CONTROL CONFERENCE, VOLS 1-6 | 2004年
关键词
D O I
暂无
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
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.
引用
收藏
页码:188 / 193
页数:6
相关论文
共 50 条
  • [31] New algorithm for recursive estimation in linear discrete-time systems with unknown parameters
    Shin, Vladimir
    Ahn, Jun Il
    Kim, Du Yong
    INTERNATIONAL JOURNAL OF CONTROL AUTOMATION AND SYSTEMS, 2006, 4 (04) : 456 - 465
  • [32] RECURSIVE ESTIMATION OF A DISCRETE-TIME MARKOV-CHAIN
    YAVIN, Y
    MATHEMATICAL AND COMPUTER MODELLING, 1993, 18 (09) : 87 - 95
  • [33] Recursive Elimination Method for Moving Horizon Estimation of Discrete-Time Polynomial Systems
    Iori, Tomoyuki
    Ohtsuka, Toshiyuki
    2019 IEEE 58TH CONFERENCE ON DECISION AND CONTROL (CDC), 2019, : 1076 - 1082
  • [34] RECURSIVE ESTIMATION FROM DISCRETE-TIME POINT PROCESSES
    SEGALL, A
    IEEE TRANSACTIONS ON INFORMATION THEORY, 1976, 22 (04) : 422 - 431
  • [35] Design of an Optimal Preview Controller for Linear Discrete-Time Descriptor Noncausal Multirate Systems
    Cao, Mengjuan
    Liao, Fucheng
    SCIENTIFIC WORLD JOURNAL, 2014,
  • [36] Positivity analysis for discrete-time descriptor systems with time delays
    Zhang, Youmei
    Zhang, Qingling
    Tanaka, Tamaki
    Meng, Xinyou
    Lv, Hui
    2014 33RD CHINESE CONTROL CONFERENCE (CCC), 2014, : 2530 - 2535
  • [37] Design of an optimal preview controller for linear discrete-time descriptor systems with state delay
    Cao, Mengjuan
    Liao, Fucheng
    INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2015, 46 (05) : 932 - 943
  • [38] Optimal unbiased reduced order filtering for discrete-time descriptor systems via LMI
    Darouach, M.
    Zasadzinski, M.
    SYSTEMS & CONTROL LETTERS, 2009, 58 (06) : 436 - 444
  • [39] REGULATION OF TIME-INVARIANT DISCRETE-TIME DESCRIPTOR SYSTEMS
    IBRAHIM, EY
    INTERNATIONAL JOURNAL OF CONTROL, 1989, 50 (01) : 75 - 79
  • [40] Stability robustness of discrete-time perturbed descriptor systems
    Chou, Jyh-Horng
    Liao, Wen-Hwei
    Horng, Ing-Rong
    IMA Journal of Mathematical Control and Information, 2000, 17 (03) : 257 - 263