Optimal recursive estimation for discrete-time descriptor systems

被引:0
|
作者
Ishihara, JY [1 ]
Campos, JCT [1 ]
Terra, MH [1 ]
机构
[1] Univ Sao Paulo, Dept Elect Engn, BR-13566590 Sao Carlos, SP, Brazil
关键词
D O I
暂无
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The optimal recursive estimation problem for general time-variant descriptor systems is considered in this paper. We show that the filter recursion can be obtained as solution of appropriate data fitting problems. We can consider the fitting evolving the entire trajectory at once or consider a one step correction.
引用
收藏
页码:188 / 193
页数:6
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