Optimal linear filtering for stochastic non-Gaussian descriptor systems

Proceedings of the IEEE Conference on Decision and Control

Volumn 3, Issue , 2001, Pages 2514-2519

  Germani, Alfredo ^a   Manes, Costanzo ^a   Palumbo, Pasquale ^a  

^a UNIVERSITY OF L'AQUILA   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; DISCRETE TIME CONTROL SYSTEMS; ERROR ANALYSIS; LINEAR CONTROL SYSTEMS; MATHEMATICAL TRANSFORMATIONS; MAXIMUM LIKELIHOOD ESTIMATION; STOCHASTIC CONTROL SYSTEMS;

NON-GAUSSIAN DESCRIPTOR SYSTEMS;

SIGNAL FILTERING AND PREDICTION;

EID: 0035711266     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (14)

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2. Singular systems of differential equations II
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7. Polynomial filtering for stochastic non-Gaussian descriptor systems
8. A new approach to linear filtering end prediction problems
9. A survey of linear singular systems
10. Dynamic equations in descriptor form
11. Time-invariant descriptor systems
12. Kalman filtering and Riccati equations for descriptor systems
13. Kalman filtering for general discrete-time linear systems
14. A generalized state-space for singular systems