Optimal recursive estimation for discrete-time descriptor systems | IEEE Conference Publication | IEEE Xplore

Optimal recursive estimation for discrete-time descriptor systems


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 sol...Show More

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.
Date of Conference: 30 June 2004 - 02 July 2004
Date Added to IEEE Xplore: 24 January 2005
Print ISBN:0-7803-8335-4
Print ISSN: 0743-1619
Conference Location: Boston, MA, USA

References

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