Kalman Filter for Linear Discrete-Time Rectangular Singular Systems Considering Causality

Jinhui Zheng, Chenglin Wen () and Weifeng Liu
Additional contact information
Jinhui Zheng: School of Electrical and Control Engineering, Shaanxi University of Science and Technology, Xi’an 710021, China
Chenglin Wen: School of Automation, Guangdong University of Petrochemical Technology, Maoming 525000, China
Weifeng Liu: School of Electrical and Control Engineering, Shaanxi University of Science and Technology, Xi’an 710021, China

Mathematics, 2023, vol. 12, issue 1, 1-32

Abstract: This paper proposes a Kalman filter for linear rectangular singular discrete-time systems, where the singular matrix in the system is a rectangular matrix without full column rank. By using two different restricted equivalent transformation methods and adding the measurement equation to the state equation, the system is transformed into a square singular system satisfying regularity and observability. During this process, the causality of the system is taken into account, and multiple matrix transformations are applied accordingly. Based on these modifications, state estimation results are obtained using the Kalman filter. Finally, a numerical example is employed to demonstrate the effectiveness of our approach.

Keywords: rectangular singular systems; Kalman filter; non-causal system (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.mdpi.com/2227-7390/12/1/137/pdf (application/pdf)
https://www.mdpi.com/2227-7390/12/1/137/ (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:gam:jmathe:v:12:y:2023:i:1:p:137-:d:1311275

Access Statistics for this article

Mathematics is currently edited by Ms. Emma He

More articles in Mathematics from MDPI
Bibliographic data for series maintained by MDPI Indexing Manager ().