— This paper is concerned with the problem of state estimation for descriptor systems subject to uncertainties. Kalman type recursive algorithms for robust filtered, predicted and smoothed estimates are derived. A numerical example is included to demonstrate the performance of the proposed robust filter.
— The optimal recursive estimation problem for general time-variant descriptor systems is considered in this paper. We show that the filter recursion can be obtained as solution of appropriate data fitting problems. We can consider the fitting evolving the entire trajectory at once or consider a one step correction.