Robust Kalman filter for descriptor systems
@article{Ishihara2004RobustKF, title={Robust Kalman filter for descriptor systems}, author={Jo{\~a}o Yoshiyuki Ishihara and Marco H. Terra and Jos{\'e} C. T. Campos}, journal={IEEE Transactions on Automatic Control}, year={2004}, volume={51}, pages={1354-1354} }
This note is concerned with the problem of state estimation for descriptor systems subject to uncertainties. A Kalman type recursive algorithm is derived. Numerical examples are included to demonstrate the performance of the proposed robust filter
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