Optimal linear filtering for stochastic descriptor systems with unknown inputs

Proceedings of the 13th IASTED International Conference on Control and Applications, CA 2011

Volumn , Issue , 2011, Pages 52-59

  Hsieh, Chien Shu ^a  

^a TA HWA INSTITUTE OF TECHNOLOGY   (Taiwan)

Author keywords

Descriptor Kalman filtering; Maximum likelihood estimation; Optimal filtering; Unbiased minimum variance filter; Unknown inputs

Indexed keywords

COMPUTATIONALLY EFFICIENT; DESCRIPTOR SYSTEMS; DESCRIPTORS; FILTERING STRUCTURES; KALMAN FILTERING METHOD; KALMAN-FILTERING; LEAST-SQUARES DATA-FITTING; LINEAR FILTERING; MATRIX; OPTIMAL FILTERING; RANK CONDITION; SIMULATION EXAMPLE; SYSTEM STATE; UNBIASED MINIMUM-VARIANCE FILTER; UNKNOWN INPUTS;

ALGORITHMS; COMPUTATIONAL COMPLEXITY; COVARIANCE MATRIX; DESCRIBING FUNCTIONS; ESTIMATION; KALMAN FILTERS; MAXIMUM LIKELIHOOD ESTIMATION; STATE ESTIMATION;

OPTIMIZATION;

EID: 80052162686     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.2316/P.2011.729-074     Document Type: Conference Paper

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