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- Title
Kalman Filtering for Affine Nonlinear Descriptor Systems.
- Authors
Aliyu, M.; Boukas, E.
- Abstract
In this paper, we consider the Kalman (or $\mathcal{H}_{2}$)-filtering problem for affine nonlinear descriptor systems. Two types of filters are discussed, namely, (i) singular; (ii) normal, and sufficient conditions for the solvability of the problem in terms of Hamilton-Jacobi-Bellman equations (HJBEs) are presented. The results are also specialized to linear systems in which case the HJBEs reduce to a system of linear-matrix-inequalities (LMIs). Examples are also presented to illustrate the results.
- Subjects
KALMAN filtering; AFFINAL relatives; HAMILTON spaces; MATRIX inequalities; JACOBI operators
- Publication
Circuits, Systems & Signal Processing, 2011, Vol 30, Issue 1, p125
- ISSN
0278-081X
- Publication type
Article
- DOI
10.1007/s00034-010-9213-5