Optimal estimation for linear singular systems using moving horizon estimation
نویسندگان
چکیده
In this paper, the moving horizon recursive state estimator for linear singular systems is derived from the minimum variance estimation problem. The proposed estimate of the state using the measured outputs samples on the recent finite time horizon is unbiased and independent of any a priori information of the state on the horizon. The convergence and stability of the filter are evoked. A numerical example is presented to prove the performance of the proposed filter.
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