Steady-State Kalman Estimator for Descriptor Systems with Colored Noise
Yan Xu, Guosheng Zhang
Available Online November 2015.
- 10.2991/tmcm-15.2015.22How to use a DOI?
- escriptor systems; colored noise; steady-state Kalman estimator; global asymptoticstability
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.
- © 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/).
Cite this article
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 -