The theory of Kalman filtering is extended to the case of systems with descriptor dynamics. Explicit expressions are obtained for the descriptor Kalman filter allowing for the possible …
RW Newcomb, B Dziurla - Circuits, Systems and Signal Processing, 1989 - Springer
Some circuits and systems applications of semistate theory Page 1 CIRCUITS SYSTEMS SIGNAL PROCESS VOL. 8, NO. 3, 1989 SOME CIRCUITS AND SYSTEMS APPLICATIONS …
The discrete singular equation over an interval can represent a two-point boundary-value problem or it can be considered as a dynamical relation developing forward in time. Here …
BC Levy, MB Adams, AS Willsky - Proceedings of the IEEE, 1990 - ieeexplore.ieee.org
The solution and linear estimation of 2-D nearest-neighbor models (NNMs) are considered. The class of problems that can be described by NNMs is quite large, as models of this type …
FR Chang, HC Chen - Systems & control letters, 1992 - Elsevier
Abstract The Cayley-Hamilton theorem is extended from the case of one matrix to that of two matrices. The developed theorem is suitable for the standard form pencil sE− A. Let Δ (s) …
Motivated by the challenge of seeking a rigorous foundation for the bulk-boundary correspondence for free fermions, we introduce an algorithm for determining exactly the …
KH Plarre, PR Kumar - Ad Hoc Networks, 2004 - Elsevier
We consider message passing for probabilistic inference in undirected Gaussian graphical models. We show that for singly connected graphs, message passing yields an algorithm …
In the development of linear quadratic regulator (LQR) algorithms, the Riccati equation approach offers two important characteristics—it is recursive and readily meets the existence …
In this paper we investigate the behavior of the discrete time AR (Auto Regressive) representations over a finite time interval, in terms of the finite and infinite spectral structure …