Kalman Filtering for Affine Nonlinear Descriptor Systems
β Scribed by M. D. S. Aliyu; E. K. Boukas
- Publisher
- Springer
- Year
- 2010
- Tongue
- English
- Weight
- 499 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0278-081X
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π SIMILAR VOLUMES
The linear continuous-time Kalman ΓΏlter for a class of time-lag systems with norm-bounded uncertain parameters is considered. We investigate the conditions for linear, delayless state estimator such that the estimation error covariance is guaranteed to lie within a prescribed bound for all admissibl
The linear partially observed discrete-continuous (hybrid) stochastic controllable system described by di erential equations with measures is considered. The optimal ΓΏltering equations in the form of generalized Kalman ΓΏlter are obtained in the case of non-anticipating control. This result could be