DocumentCode
3551167
Title
A deterministic approach for general discrete-time Kalman filter for singular systems
Author
Bianco, Aline F. ; Ishihara, João Y. ; Terra, Marco H.
Author_Institution
Dept. of Electr. Eng., Sao Paulo Univ., Sao Carlos, Brazil
fYear
2005
fDate
8-10 June 2005
Firstpage
4045
Abstract
In this paper, the Kalman filter and the corresponding Riccati equation for discrete-time, time-variant descriptor systems are addressed in their most general formulation. A new "9-block" form for the optimal filter is derived using deterministic approach. This new expression, besides including one step delayed state, presents an interesting simple and symmetric structure. Stability results for this filter are also presented.
Keywords
Kalman filters; Riccati equations; discrete time filters; stability; state estimation; 9-block form; Kalman filtering; Riccati equation; deterministic approach; discrete-time Kalman filter; general formulation; one step delayed state; optimal filter; singular systems; stability; state estimation; symmetric structure; time-variant descriptor systems; Control system synthesis; Delay; Filtering; Kalman filters; Recursive estimation; Riccati equations; Robots; Robustness; Stability; State estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 2005. Proceedings of the 2005
ISSN
0743-1619
Print_ISBN
0-7803-9098-9
Electronic_ISBN
0743-1619
Type
conf
DOI
10.1109/ACC.2005.1470610
Filename
1470610
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