Brief paper: H∞ filtering for rectangular discrete-time descriptor systems

Authors:
João Y. Ishihara;Marco H. Terra;B. M. Espinoza
Affiliations:
Electrical Engineering Department, Faculty of Technology, University of Brasília, DF, Brazil;Electrical Engineering Department, University of São Paulo at São Carlos C.P.359, São Carlos, SP, 13566-590, Brazil;Electrical Engineering Department, Faculty of Technology, University of Brasília, DF, Brazil
Venue:
Automatica (Journal of IFAC)
Year:
2009

Citing 3
Cited 0

Indefinite-quadratic estimation and control: a unified approach to H2 and H∞ theories

Indefinite-quadratic estimation and control: a unified approach to H2 and H∞ theories
Optimal recursive estimation for discrete-time descriptor systems

International Journal of Systems Science
Information Filtering and Array Algorithms for Descriptor Systems Subject to Parameter Uncertainties

IEEE Transactions on Signal Processing

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Abstract

This paper deals with the H"~ recursive estimation problem for general rectangular time-variant descriptor systems in discrete time. Riccati-equation based recursions for filtered and predicted estimates are developed based on a data fitting approach and game theory. In this approach, the nature determines a state sequence seeking to maximize the estimation cost, whereas the estimator tries to find an estimate that brings the estimation cost to a minimum. A solution exists for a specified @c-level if the resulting cost is positive. In order to present some computational alternatives to the H"~ filters developed, they are rewritten in information form along with the respective array algorithms.