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 MoreMetadata
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.
Published in: Proceedings of the 2004 American Control Conference
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