Kalman filtering for general discrete-time linear systems

IEEE Transactions on Automatic Control

Volumn 44, Issue 10, 1999, Pages 1829-1839

  Nikoukhah, Ramine ^a,b   Campbell, Stephen L ^a,c   Delebecque, Francois ^b  

^a IEEE

^b INRIA ROCQUENCOURT   (France)

^c NORTH CAROLINA STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; DISCRETE TIME CONTROL SYSTEMS; LINEAR SYSTEMS; MATHEMATICAL MODELS; STATE ESTIMATION; STOCHASTIC CONTROL SYSTEMS;

GAUSSIAN RANDOM VARIABLES; STOCHASTIC DESCRIPTOR SYSTEM; STOCHASTIC SHUFFLE ALGORITHM; TIME INVARIANT LINEAR SYSTEM;

KALMAN FILTERING;

EID: 0033336680     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.793722     Document Type: Article

References (14)

1. P. Bernhard and X. M. Wang, "Filtrage des systèmes implicites linéaires discrets," C. R. Acad. Sc. Paris, t. 304, Série I, no. 12, pp. 351-355, 1987.
2. K. E. Brenan, S. L. Campbell, and L. R. Petzold, The Numerical Solution of Initial Value Problems in Differential-Algebraic Equations. Philadelphia, PA: SIAM, 1996.
3. L. Dai, "Filtering and LQG problems for discrete-time stochastic singular systems," IEEE Trans. Automat. Contr., vol. 34, pp. 1105-1108, 1989.
4. S. L. Campbell and C. D. Meyer, Jr., Generalized Inverses of Linear Transformations. New York, Dover, 1991.
5. M. Darouach, M. Zasadzinski, A. Basson Onana, and S. Nowakowski, "Kalman filtering with unknown inputs via optimal state estimation of singular systems," Int. J. Syst. Sci., vol. 26, no. 10, pp. 2015-2028, 1995.
6. M. Darouach, M. Zasadzinski, and D. Mehdi, "State estimation of stochastic singular linear systems," Int. J. Syst. Sci., vol. 2, no. 2, pp. 345-354, 1993.
7. J. Y. Keller, S. Nowakowski, and M. Darouach, "State estimation and failure detection in singular systems," Control-Theory and Advanced Technol., vol. 8, no. 4, pp. 755-762, 1992.
8. B. C. Levy, A. Benveniste, and R. Nikoukhah, "High-level primitives for recursive maximum likelihood estimation," IEEE Trans. Automat. Contr., vol. 41, pp. 1125-1145, 1996.
9. F. L. Lewis, "Geometric design techniques for observers in singular systems," Automatica, vol. 26, pp. 411-415, 1990.
10. D. G. Luenberger, "Time-invariant descriptor systems," Automatica, vol. 14, pp. 473-480, 1978.
11. R. Nikoukhah, S. L. Campbell, and F. Delebecque, "Observer design for general linear time-invariant systems," Automatica, vol. 34, pp. 575-583, 1998.
12. R. Nikoukhah, D. Taylor, R., A. S. Willsky, and B. C. Levy, "Graph structure and recursive estimation of noisy linear relations," J. Math. Syst., Estimation, and Contr., vol. 5, no. 4, pp. 1-37, 1995.
13. R. Nikoukhah, A. S. Willsky, and B. C. Levy, "Kalman filtering and Riccati equations for descriptor systems," IEEE Trans. Automat. Contr., vol. 37, pp. 1325-1342, 1992.
14. L. M. Silverman, "Inversion of multivariable linear systems," IEEE Trans. Automat. Contr., vol. AC-14, pp. 270-276, 1969.