On Fixed-Point Smoothing for Descriptor Systems with Multiplicative Noise and Single Delayed Observations

Xiao Lu, Xin Dong, Haixia Wang and Baoye Song

Mathematical Problems in Engineering, 2015, vol. 2015, 1-8

Abstract:

Optimal fixed-point smoothing problem for the descriptor systems with multiplicative noises is considered, where instantaneous and delayed observations are available. Standard singular value decomposition is used to give the restricted equivalent delayed system, where the observations also include two different types of measurements. Reorganized innovation lemma and projection theorem are used to give the fixed-point smoother for the restricted equivalent delayed system. The fixed-point smoother is given in terms of recursive Riccati equations.

Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:658153

DOI: 10.1155/2015/658153

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