Recursive linear estimation for general discrete-time descriptor systems

dc.creatorISHIHARA, Joao Y.
dc.creatorTERRA, Marco H.
dc.creatorBIANCO, Aline F.
dc.date.accessioned2012-10-19T01:12:50Z
dc.date.accessioned2018-07-04T14:49:07Z
dc.date.available2012-10-19T01:12:50Z
dc.date.available2018-07-04T14:49:07Z
dc.date.created2012-10-19T01:12:50Z
dc.date.issued2010
dc.identifierAUTOMATICA, v.46, n.4, p.761-766, 2010
dc.identifier0005-1098
dc.identifierhttp://producao.usp.br/handle/BDPI/18071
dc.identifier10.1016/j.automatica.2010.02.003
dc.identifierhttp://dx.doi.org/10.1016/j.automatica.2010.02.003
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1614867
dc.description.abstractThis paper considers the optimal linear estimates recursion problem for discrete-time linear systems in its more general formulation. The system is allowed to be in descriptor form, rectangular, time-variant, and with the dynamical and measurement noises correlated. We propose a new expression for the filter recursive equations which presents an interesting simple and symmetric structure. Convergence of the associated Riccati recursion and stability properties of the steady-state filter are provided. (C) 2010 Elsevier Ltd. All rights reserved.
dc.languageeng
dc.publisherPERGAMON-ELSEVIER SCIENCE LTD
dc.relationAutomatica
dc.rightsCopyright PERGAMON-ELSEVIER SCIENCE LTD
dc.rightsrestrictedAccess
dc.subjectConvergence
dc.subjectdescriptor systems
dc.subjectDiscrete-time
dc.subjectKalman filtering
dc.subjectOptimal estimates
dc.subjectRiccati equation
dc.subjectStability
dc.subjectState estimation
dc.titleRecursive linear estimation for general discrete-time descriptor systems
dc.typeArtículos de revistas


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