Kalman-bucy filtering for singular stochastic differential systems

IFAC Proceedings Volumes (IFAC-PapersOnline)

Volumn 35, Issue 1, 2002, Pages 61-66

  Germani, A ^a,b   Manes, C ^a,b   Palumbo, P ^b  

^a UNIVERSITY OF L'AQUILA   (Italy)

^b CNR   (Italy)

Author keywords

Descriptor systems; Kalman Bucy filtering; Singular systems; State estimation; Stochastic systems

Indexed keywords

AUTOMATION; DIFFERENTIAL EQUATIONS; KALMAN FILTERS; STATE ESTIMATION; STOCHASTIC CONTROL SYSTEMS;

DESCRIPTOR SYSTEMS; KALMAN-BUCY FILTER; KALMAN-BUCY FILTERING; LINEAR STOCHASTIC SYSTEM; SINGULAR SYSTEM; STOCHASTIC DIFFERENTIAL SYSTEM; TWO-COMPONENT; UNKNOWN INPUTS;

STOCHASTIC SYSTEMS;

EID: 84945547118     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.3182/20020721-6-es-1901.00663     Document Type: Conference Paper

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