H∞ Estimation and Array Algorithms for Discrete-time Descriptor Systems
This paper deals with H<sub>∞</sub> recursive estimation problem for general time-variant descriptor systems. Firstly, a Riccati-based recursion for predicted estimates is developed (the H<sub>∞</sub> filtered estimates recursion was presented in a previous work). In the sequel, the predicted and filtered H<sub>∞</sub> filters are presented in information form with the respective array algorithms. A numerical example is presented to illustrate the effectiveness of the proposed algorithms