Robust Kalman Filter for Descriptor Systems
Abstract
This note is concerned with the problem of state estimation for descriptor systems subject to uncertainties. A Kalman type recursive algorithm is derived. Numerical examples are included to demonstrate the performance of the proposed robust filter.
- Publication:
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IEEE Transactions on Automatic Control
- Pub Date:
- 2006
- DOI:
- Bibcode:
- 2006ITAC...51.1354I
- Keywords:
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- Descriptor systems;
- discrete-time filters;
- robust estimation;
- robust filtering;
- robustness