Deterministic Kalman filtering in a behavioral framework
โ Scribed by Fabio Fagnani; Jan C. Willems
- Book ID
- 104301085
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 545 KB
- Volume
- 32
- Category
- Article
- ISSN
- 0167-6911
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
It is shown that a method for the identification of deterministic systems derived from the Kalman filter is related to a gradient technique of parameter estimation and that the range of problems to which the gradient method may be applied is thereby extended. Various versions of the discrete-time al
The classical Kalman-Yakubovich-Popov Lemma provides a link between dissipativity of a system in state-space form and the solution to a linear matrix inequality. In this paper we derive the KYP Lemma for linear systems described by higher-order differential equations. The result is an LMI in terms o
AlWlract--A continuous optnnal filtenng is suggested which ts statable for systems w~th unknown and nonstalaonary dynarmc and measurement nomes On-hne adjustment of the gin towards the optimal value ts based on filtered autocorrelalaon funcuons of the mnovatmn sequence