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This paper deals with optimal prediction problem for uncertain discrete time singular systems. The parametric uncertainty is assumed to be norm bounded. The singular robust Kalman-type predictor and the corresponding recursive Riccati equation are obtained in their most general formulation where all parameter matrices of the underlying linear model are subject to uncertainties. The quadratic functional...
This note is concerned with the problem of state estimation for descriptor systems subject to uncertainties. A Kalman type recursive algorithm is derived. Numerical examples are included to demonstrate the performance of the proposed robust filter
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