Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
716375 | IFAC Proceedings Volumes | 2012 | 6 Pages |
Abstract
This paper presents a generalization of the minimax state estimation approach for singular linear Differential-Algebraic Equations (DAE) with uncertain but bounded input and observation's noise. We apply generalized Kalman Duality principle to DAE in order to represent the minimax estimate as a solution of a dual control problem for adjoint DAE. The latter is then solved converting the adjoint DAE into ODE by means of a projection algorithm. Finally, we represent the minimax estimate in the form of a linear recursive filter.
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