Steady-State Kalman Estimator for Descriptor Systems with Colored Noise

DOI

10.2991/tmcm-15.2015.22How to use a DOI?

Keywords

escriptor systems; colored noise; steady-state Kalman estimator; global asymptoticstability

Abstract

Using the modern time series analysis method in the time domain, based on the ARMAinnovation model, a steady-state Kalman estimator for descriptor systems with colored noise is introduced,and employing the state observer principle, the pole-assignment descriptor steady-state Kalman estimator is also presented. They have global asymptotic stability and can handle the filtering, smoothing and prediction problems in unified frameworks, thus avoiding the solution of the Riccatiequations.

Copyright

© 2015, 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/).

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TY  - CONF
AU  - Yan Xu
AU  - Guosheng Zhang
PY  - 2015/11
DA  - 2015/11
TI  - Steady-State Kalman Estimator for Descriptor Systems with Colored Noise
BT  - Proceedings of the 2015 International Conference on Test, Measurement and Computational Methods
PB  - Atlantis Press
SP  - 87
EP  - 90
SN  - 2352-538X
UR  - https://doi.org/10.2991/tmcm-15.2015.22
DO  - 10.2991/tmcm-15.2015.22
ID  - Xu2015/11
ER  -