Proceedings of the 2nd International Conference on Advances in Mechanical Engineering and Industrial Informatics (AMEII 2016)

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A New Descriptor Kalman Filter

Authors
Yan Xu, Guosheng Zhang
Corresponding Author
Yan Xu
Available Online April 2016.
DOI
10.2991/ameii-16.2016.297How to use a DOI?
Keywords
Descriptor systems, Jordan decomposition, Normal systems, Optimal Kalman filtering
Abstract

Based on Kalman filtering theory in the time domain and Jordan decomposition theory for matrixes, descriptor systems can be changed into normal systems. Then an optimal descriptor Kalman filter is given. Compared with the previous results, it avoids the calculation of ARMA innovation model and white noise estimators. It is a simple and recursive algorithm. It is suitable for real time applications.

Copyright
© 2016, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 2nd International Conference on Advances in Mechanical Engineering and Industrial Informatics (AMEII 2016)
Series
Advances in Engineering Research
Publication Date
April 2016
ISBN
978-94-6252-188-9
ISSN
2352-5401
DOI
10.2991/ameii-16.2016.297How to use a DOI?
Copyright
© 2016, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

risenwbib
TY  - CONF
AU  - Yan Xu
AU  - Guosheng Zhang
PY  - 2016/04
DA  - 2016/04
TI  - A New Descriptor Kalman Filter
BT  - Proceedings of the 2nd International Conference on Advances in Mechanical Engineering and Industrial Informatics (AMEII 2016)
PB  - Atlantis Press
SN  - 2352-5401
UR  - https://doi.org/10.2991/ameii-16.2016.297
DO  - 10.2991/ameii-16.2016.297
ID  - Xu2016/04
ER  -