Aline F. Bianco

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In this paper, the Kalman filter and the corresponding Riccati equation for discrete-time, time-variant descriptor systems are addressed in their most general formulation. A new “9-block” form for the optimal filter is derived using deterministic approach. This new expression, besides including one step delayed state, presents an interesting simple and(More)
This paper proposes a new representation for the predictor estimates recursion and corresponding Riccati equation for discrete-time, time-variant de-scriptor systems. The introduced " 9-block " form for the predictor and Riccati equation presents an interesting simple and symmetric structure, which enable us to treat directly the most general systems where(More)
This paper deals with optimal prediction problem for uncertain discrete time singular systems. The parametric uncertainty is assumed to be norm bounded. The singular robust Kalman-type predictor and the corresponding recursive Riccati equation are obtained in their most general formulation where all parameter matrices of the underlying linear model are(More)
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