Title :
Information filtering and array algorithms for descriptor systems
Author :
Padoan, Antonio C., Jr. ; Terra, Marco H. ; Ishihara, João Y.
Author_Institution :
Sao Paulo Univ., Sao Carlos
Abstract :
This paper presents new information filters and array algorithms for descriptor systems with and without uncertainties in the parameters. Information filters are useful, for example, when there exist poor information about the initial condition of the state to be estimated. In addition, the use of array algorithms gives new possibilities to handle numerical problems, with more robust numerical implementations if compared to the explicit Riccati recursions, mainly in fix-point implementations
Keywords :
Riccati equations; discrete time systems; information filtering; linear systems; robust control; state estimation; stochastic systems; uncertain systems; Riccati recursions; array algorithms; fix-point implementation; information filtering; information filters; state estimation; uncertain discrete-time linear stochastic descriptor system; Covariance matrix; Filtering algorithms; Information filtering; Information filters; Noise measurement; Recursive estimation; Riccati equations; Robustness; State estimation; Uncertainty;
Conference_Titel :
Intelligent Control, 2005. Proceedings of the 2005 IEEE International Symposium on, Mediterrean Conference on Control and Automation
Conference_Location :
Limassol
Print_ISBN :
0-7803-8936-0
DOI :
10.1109/.2005.1469801
