∞ filtering for rectangular discrete-time descriptor systems

@inproceedings{Ishihara2009FF,
  title={∞ filtering for rectangular discrete-time descriptor systems},
  author={Jo{\~a}o Yoshiyuki Ishihara and Marco H. Terra and B. M. Espinoza},
  year={2009}
}
This paper deals with the H∞ recursive estimation problem for general rectangular time-variant descriptor systems in discrete time. Riccati-equation based recursions for filtered and predicted estimates are developed based on a data fitting approach and game theory. In this approach, the nature determines a state sequence seeking to maximize the estimation cost, whereas the estimator tries to find an estimate that brings the estimation cost to a minimum. A solution exists for a specified… CONTINUE READING

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