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A deterministic approach for general discrete-time Kalman filter for singular systems | IEEE Conference Publication | IEEE Xplore

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


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...Show More

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.
Date of Conference: 08-10 June 2005
Date Added to IEEE Xplore: 01 August 2005
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Conference Location: Portland, OR, USA

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