DocumentCode
2171177
Title
Moving horizon estimation for linear singular systems
Author
Boulkroune, B. ; Darouach, M. ; Zasadzinski, M.
Author_Institution
Centre de Rech. en Autom. de Nancy, Nancy Univ., Cosnes et Romain, France
fYear
2007
fDate
2-5 July 2007
Firstpage
2847
Lastpage
2852
Abstract
In this paper, the moving horizon recursive state estimator for linear singular systems is derived from the least squares estimation problem. It will be shown that this procedure yields the same state estimate as the Kalman filter for descriptor systems if the noise is Gaussian. A numerical example is presented to prove the performance of the proposed filter.
Keywords
Gaussian noise; Kalman filters; least squares approximations; linear systems; state estimation; Gaussian noise; Kalman filter; descriptor systems; least squares estimation; linear singular systems; moving horizon recursive state estimator; Estimation; Kalman filters; Linear systems; Noise; Optimization; Time measurement; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference (ECC), 2007 European
Conference_Location
Kos
Print_ISBN
978-3-9524173-8-6
Type
conf
Filename
7068920
Link To Document