Fast array algorithms for H∞ information estimation of rectangular discrete-time descriptor systems

Abstract

This paper considers practical issues on the computation of H∞ information filters for descriptor systems. Fast array algorithms are developed to improve the computational advantages of recursive filters found in the literature. The known advantages of this kind of algorithm, that was originally developed for standard nominal state-space systems, remain valid when it is applied to descriptor systems. Numerical example, based on fixed-point implementations, is provided in order to demonstrate the advantages of this approach.