scholarly journals Kalman filtering and Riccati equations for descriptor systems

1990 ◽  
Author(s):  
R. Nikoukhah ◽  
A.S. Willsky ◽  
B.C. Levy
Keyword(s):  
Kalman Filtering ◽  
Riccati Equations ◽  
Descriptor Systems

scholarly journals Kalman Filtering and Riccati Equations for Descriptor Systems

1991 ◽  
Author(s):  
Ramine Nikoukhah ◽  
Alan S. Willsky ◽  
Bernard C. Levy
Keyword(s):  
Kalman Filtering ◽  
Riccati Equations ◽  
Descriptor Systems

scholarly journals Kalman filtering and Riccati equations for descriptor systems

1992 ◽  
Vol 37 (9) ◽  
pp. 1325-1342 ◽  
Author(s):  
R. Nikoukhah ◽  
A.S. Willsky ◽  
B.C. Levy
Keyword(s):  
Kalman Filtering ◽  
Riccati Equations ◽  
Descriptor Systems

Square-root Kalman filtering of descriptor systems

1992 ◽  
Vol 19 (4) ◽  
pp. 325-334 ◽  
Author(s):  
L. Chisci ◽  
G. Zappa
Keyword(s):  
Kalman Filtering ◽  
Descriptor Systems ◽  
Square Root

Robust Kalman Filtering for Descriptor Systems with Unstructured Uncertainties

2013 ◽  
Vol 734-737 ◽  
pp. 3186-3189
Author(s):  
Shu Fen Wang ◽  
Ying Shi
Keyword(s):  
Numerical Simulation ◽  
Kalman Filtering ◽  
Descriptor Systems ◽  
Recursive Filter ◽  
Convex Optimizations

A robust Kalman-type recursive filter has been proposed for descriptor systems subject to linear unstructured additive uncertainties in this paper. It is proved that the linear additive uncertainties during filtering can be represented by the intersection of a series of additive uncertainties relying on the actual plant. A set of additive uncertainties independent of the actual states is utilized in this paper to include this intersection, whose parameters can be obtained offline through convex optimizations. A numerical simulation shows that the algorithm can be realized recursively for linear additive uncertain-ties, and verifies the effectiveness of the proposed algorithm.

Fixed-Interval Kalman Smoother for Non-Square Descriptor Systems with Correlated Noise

2012 ◽  
Vol 433-440 ◽  
pp. 3601-3607
Author(s):  
Hang Wei Tian ◽  
Ying Shi
Keyword(s):  
State Estimation ◽  
Discrete Time ◽  
Kalman Filtering ◽  
Stochastic Systems ◽  
Fixed Interval ◽  
Descriptor Systems ◽  
Correlated Noise ◽  
Filtering Theory ◽  
Numerical Examples ◽  
Kalman Smoother

Based on the classical Kalman filtering theory, the state estimation problem is considered for non-square descriptor discrete time stochastic systems. Under Assumptions 1~3, a fixed-Interval Kalman smoother for non-square descriptor systems with correlated noise is given. Some numerical examples illustrate the effectiveness of the proposed algorithm.

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