Recursive set-membership state estimation for linear non-causal time-variant differential- algebraic equation with continuous time
Optimization and Control
2010-03-16 v3 Classical Analysis and ODEs
Abstract
This paper describes a state estimation approach for non-causal time-varying linear descriptor equations with uncertain parameters. The uncertainty in the state equation and in the measurements is supposed to admit a set-membership description. The approach is based on the notion of the linear minimax estimation. Suboptimal minimax state estimation algorithm is introduced for DAEs with non-stationary rectangular matrices. Optimal algorithm is presented for DAEs with special structure of the matrices. A comparison of suboptimal and optimal algorithms is presented for 2D time-varying DAE with a singular matrix pencil.
Cite
@article{arxiv.1002.4123,
title = {Recursive set-membership state estimation for linear non-causal time-variant differential- algebraic equation with continuous time},
author = {Sergiy Zhuk},
journal= {arXiv preprint arXiv:1002.4123},
year = {2010}
}
Comments
8 pages, 2 figures