State Estimation for Non-linear Sampled-Data Descriptor Systems:A Robust Extended Kalman Filtering Approach

This paper proposes a state estimation method for a class of norm bounded non linear sampled data descriptor systems using the Kalman filtering method. The descriptor model is firstly discretized to obtain a discrete time non singular one. Then a model of robust extended Kalman filter is proposed for the state estimation based on the discretized non linear non singular system. As parameters are introduced in for transforming descriptor systems into non singular ones there exist uncertainties in the state of the systems. To solve this problem an optimized upper bound is proposed so that the convergence of the estimation error co variance matrix is guaranteed in the paper. A simulating example is proposed to verify the validity of this method at last.