A New Descriptor Kalman Filter
- 10.2991/ameii-16.2016.297How to use a DOI?
- Descriptor systems, Jordan decomposition, Normal systems, Optimal Kalman filtering
Based on Kalman filtering theory in the time domain and Jordan decomposition theory for matrixes, descriptor systems can be changed into normal systems. Then an optimal descriptor Kalman filter is given. Compared with the previous results, it avoids the calculation of ARMA innovation model and white noise estimators. It is a simple and recursive algorithm. It is suitable for real time applications.
- © 2016, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - CONF AU - Yan Xu AU - Guosheng Zhang PY - 2016/04 DA - 2016/04 TI - A New Descriptor Kalman Filter BT - Proceedings of the 2nd International Conference on Advances in Mechanical Engineering and Industrial Informatics (AMEII 2016) PB - Atlantis Press SN - 2352-5401 UR - https://doi.org/10.2991/ameii-16.2016.297 DO - 10.2991/ameii-16.2016.297 ID - Xu2016/04 ER -