Dans les systèmes de transmission multiporteuses et impliquant plusieurs utilisateurs, deux phénomènes viennent perturber la réception et la détection de symboles : le canal de propagation et le décalage des fréquences porteuses (DFP). Cette thèse traite de techniques d’égalisation et de synchronisation en fréquence reposant sur des techniques de type Kalman telles que le filtrage de Kalman étendu (EKF) du 1er ou du 2nd ordre, le filtrage de Kalman étendu itératif ou le filtrage de Kalman par sigma point (SPKF). Pour relaxer les hypothèses de Gaussianité sur les bruits de mesure et de modèle dans la représentation dans l’espace d’état, des approches de type H[infini] sont aussi étudiées.Ces méthodes sont ensuite exploitées dans des systèmes de type OFDMA ou OFDM-IDMA et sont combinées avec d’autres approches (MMSE-SD, tests statistiques, etc.) pour mettre en œuvre des récepteurs pouvant être notamment robustes à des interférences large bande, comme c’est le cas dans des applications de radio intelligence. / Multicarrier modulation is the common feature of high-data rate mobile wirelesssystems. In that case, two phenomena disturb the symbol detection. Firstly,due to the relative transmitter-receiver motion and a difference between the localoscillator (LO) frequency at the transmitter and the receiver, a carrier frequencyoffset (CFO) affects the received signal. This leads to an intercarrier interference(ICI). Secondly, several versions of the transmitted signal are received due to thewireless propagation channel. These unwanted phenomena must be taken intoaccount when designing a receiver. As estimating the multipath channel and theCFO is essential, this PhD deals with several CFO and channel estimation methodsbased on optimal filtering.Firstly, as the estimation issue is nonlinear, we suggest using the extended Kalmanfilter (EKF). It is based on a local linearization of the equations around the laststate estimate. However, this approach requires a linearization based on calculationsof Jacobians and Hessians matrices and may not be a sufficient descriptionof the nonlinearity. For these reasons, we can consider the sigma-point Kalmanfilter (SPKF), namely the unscented Kalman Filter (UKF) and the central differenceKalman filter (CDKF). The UKF is based on the unscented transformationwhereas the CDKF is based on the second order Sterling polynomial interpolationformula. Nevertheless, the above methods require an exact and accurate apriori system model as well as perfect knowledge of the additive measurementnoisestatistics. Therefore, we propose to use the H∞ filtering, which is known tobe more robust to uncertainties than Kalman filtering. As the state-space representationof the system is non-linear, we first evaluate the “extended H∞ filter”,which is based on a linearization of the state-space equations like the EKF. As analternative, the “unscented H∞ filter”, which has been recently proposed in theliterature, is implemented by embedding the unscented transformation into the“extended H∞ filter” and carrying out the filtering by using the statistical linearerror propagation approach.The above techniques have been implemented in different multicarrier contexts:Firstly, we address the estimation of the multiple CFOs and channels by meansof a control data in an uplink orthogonal frequency division multiple access(OFDMA) system. To reduce the amount of control data, the optimal filteringtechniques are combined in an iterative way with the so-called minimum meansquare error successive detector (MMSE-SD) to obtain an estimator that doesnot require pilot subcarriers.

Pour un terminal mobile alimenté sur batterie, le rendement de l’amplificateur de puissance (AP) doit êtreoptimisé. Cette optimisation peut rendre non-linéaire la fonction d’amplification de l’AP. Pour compenser lesdistorsions introduites par le caractère non-linéaire de l’AP, un détecteur numérique fondé sur un modèle deVolterra peut être utilisé. Le comportement de l’AP et le canal étant modélisé par le modèle de Volterra, uneapproche par filtrage de Kalman (FK) permet d’estimer conjointement les noyaux de Volterra et les symbolestransmis. Dans ce travail, nous proposons de traiter cette problématique dans le cadre d’une liaison montantedans un contexte radio intelligente (RI). Dans ce cas, des contraintes supplémentaires doivent être prises encompte. En effet, étant donné que la RI peut changer de bande de fréquence de fonctionnement, les nonlinéaritésde l’AP peuvent varier en fonction du temps. Par conséquent, nous proposons de concevoir une postdistorsionnumérique fondée sur une modélisation par modèles multiples combinant plusieurs estimateurs àbase de FK. Les différents FK permettant de prendre en compte les différentes dynamiques du modèle.Ainsi, les variations temporelles des noyaux de Volterra peuvent être suivies tout en gardant des estimationsprécises lorsque ces noyaux sont statiques. Le cas d’un signal monoporteuse est adressé et validé par desrésultats de simulation. Enfin, la pertinence de l’approche proposée est confirmée par des mesures effectuéessur un AP large bande (300-3000) MHz. / For a battery driven terminal, the power amplifier (PA) efficiency must be optimized. Consequently,non-linearities may appear at the PA output in the transmission chain. To compensatethese distortions, one solution consists in using a digital post-distorter based on aVolterra model of both the PA and the channel and a Kalman filter (KF) based algorithm tojointly estimate the Volterra kernels and the transmitted symbols. Here, we suggest addressingthis issue when dealing with uplink cognitive radio (CR) system. In this case, additionalconstraints must be taken into account. Since the CR terminal may switch from one subbandto another, the PA non-linearities may vary over time. Therefore, we propose to designa digital post-distorter based on an interacting multiple model combining various KF basedestimators using different model parameter dynamics. This makes it possible to track thetime variations of the Volterra kernels while keeping accurate estimates when those parametersare static. Furthermore, the single carrier case is addressed and validated by simulationresults. In addition, the relevance of the proposed approach is confirmed by measurementscarried on a (300-3000) MHz broadband PA.

This thesis contributes new algorithms and implementations for particle filter-based target tracking. From an algorithmic perspective, modifications that improve a batch-based acoustic direction-of-arrival (DOA), multi-target, particle filter tracker are presented. The main improvements are reduced execution time and increased robustness to target maneuvers. The key feature of the batch-based tracker is an image template-matching approach that handles data association and clutter in measurements. The particle filter tracker is compared to an extended Kalman filter~(EKF) and a Laplacian filter and is shown to perform better for maneuvering targets. Using an approach similar to the acoustic tracker, a radar range-only tracker is also developed. This includes developing the state update and observation models, and proving observability for a batch of range measurements. From an implementation perspective, this thesis provides new low-power and real-time implementations for particle filters. First, to achieve a very low-power implementation, two mixed-mode implementation strategies that use analog and digital components are developed. The mixed-mode implementations use analog, multiple-input translinear element (MITE) networks to realize nonlinear functions. The power dissipated in the mixed-mode implementation of a particle filter-based, bearings-only tracker is compared to a digital implementation that uses the CORDIC algorithm to realize the nonlinear functions. The mixed-mode method that uses predominantly analog components is shown to provide a factor of twenty improvement in power savings compared to a digital implementation. Next, real-time implementation strategies for the batch-based acoustic DOA tracker are developed. The characteristics of the digital implementation of the tracker are quantified using digital signal processor (DSP) and field-programmable gate array (FPGA) implementations. The FPGA implementation uses a soft-core or hard-core processor to implement the Newton search in the particle proposal stage. A MITE implementation of the nonlinear DOA update function in the tracker is also presented.

Autonomous navigation is the determination of satellites position and velocity vectors onboard the satellite, using the measurements available onboard. The orbital information of a satellite needs to be obtained to support different house keeping operations such as routine tracking for health monitoring, payload data processing and annotation, orbit manoeuver planning, and prediction of intrusion in various sensors' field of view by celestial bodies like Sun, Moon etc. Determination of the satellites orbital parameters is done in a number of ways using a variety of measurements. These measurements may originate from ground based systems as range and range rate measurements, or from another satellite as in the case of GPS (Global Positioning System) and TDUSS (Tracking Data Relay Satellite Systems), or from the same satellite by using sensors like horizon sensor^ sun sensor, star tracker, landmark tracker etc. Depending upon the measurement errors, sampling rates, and adequacy of the estimation scheme, the navigation accuracy can be anywhere in the range of 10m - 10 kms in absolute location. A wide variety of tracking sensors have been proposed in the literature for autonomous navigation. They are broadly classified as (1) Satellite-satellite tracking, (2) Ground- satellite tracking, (3) fully autonomous tracking. Of the various navigation sensors, it may be cost effective to use existing onboard sensors which are well proven in space. Hence, in the current thesis, the Horizon scanner is employed as the primary navigation sensor-. It has been shown in the literature that by using horizon sensors and gyros, a high accuracy pointing of the order of .01 - .03 deg can be achieved in the case of low earth orbits. Motivated by such a fact, the current thesis deals with autonomous orbit determination using measurements from the horizon sensors with the assumption that the attitude is known to the above quoted accuracies. The horizon scanners are mounted on either side of the yaw axis in the pitch yaw plane at an angle of 70 deg with respect to the yaw axis. The Field Of View (FOV) moves about the scanner axis on a cone of 45 deg half cone angle. During each scan, the FOV generates two horizon points, one at the space-Earth entry and the other at the Earth-space exit. The horizon points, therefore, lie• on the edge of the Earth disc seen by the satellite. For a spherical earth, a minimum of three such horizon points are needed to estimate the angular radius and the center of the circular horizon disc. Since a total of four horizon points are available from a pair of scanners, they can be used to extract the satellite-earth distance and direction.These horizon points are corrupted by noise due to uncertainties in the Earth's radiation pattern, detector mechanism, the truncation and roundoff errors due to digitisation of the measurements. Owing to the finite spin rate of the scanning mechanism, the measurements are available at discrete time intervals. Thus a filtering algorithm with appropriate state dynamics becomes essential to handle the •noise in the measurements, to obtain the best estimate and to propagate the state between the measurements. The orbit of a low earth satellite can be represented by either a state vector (position and velocity vectors in inertial frame) or Keplerian elements. The choice depends upon the available processors, functions and the end use of the estimated orbit information. It is shown in the thesis that position and velocity vectors in inertial frame or the position vector in local reference frame, do result in a simplified, state representation. By using the f and g series method for inertial position and velocity, the state propagation is achieved in linear form. i.e. Xk+1 = AXK where X is the state (position, velocity) and A the state transition matrix derived from 'f' and 'g' series. The configuration of a 3 axis stabilised spacecraft with two horizon scanners is used to simulate the measurements. As a step towards establishing the feasibility of extracting the orbital parameters, the governing equations are formulated to compute the satellite-earth vector from the four horizon points generated by a pair of Horizon Scanners in the presence of measurement noise. Using these derived satellite-earth vectors as measurements, Kalman filter equations are developed, where both the state and measurements equations are linear. Based on simulations, it is shown that a position accuracy of about 2 kms can be achieved. Additionally, the effect of sudden disturbances like substantial slewing of the solar panels prior and after the payload operations are also analysed. It is shown that a relatively simple Low Pass Filter (LPF) in the measurements loop with a cut-off frequency of 10 Wo (Wo = orbital frequency) effectively suppresses the high frequency effects from sudden disturbances which otherwise camouflage the navigational information content of the signal. Then Kalman filter can continue to estimate the orbit with the same kind of accuracy as before without recourse to re-tuning of covariance matrices. Having established the feasibility of extracting the orbit information, the next step is to treat the measurements in its original form, namely, the non-linear form. The entry or exit timing pulses generated by the scanner when multiplied by the scan rate yield entry or exit azimuth angles in the scanner frame of reference, which in turn represents an effective measurement variable. These azimuth angles are obtained as inverse trigonometric functions of the satellite-earth vector. Thus the horizon scanner measurements are non-linear functions of the orbital state. The analytical equations for the horizon points as seen in the body frame are derived, first for a spherical earth case. To account for the oblate shape of the earth, a simple one step correction algorithm is developed to calculate the horizon points. The horizon points calculated from this simple algorithm matches well with the ones from accurate model within a bound of 5%. Since the horizon points (measurements) are non-linear functions of the state, an Extended Kalman Filter (EKF) is employed for state estimation. Through various simulation runs, it is observed that the along track state has got poor observability when the four horizon points are treated as measurements in their original form, as against the derived satellite-earth vector in the earlier strategy. This is also substantiated by means of condition number of the observability matrix. In order to examine this problem in detail, the observability of the three modes such as along-track, radial, and cross-track components (i.e. the local orbit frame of reference) are analysed. This difficulty in observability is obviated when an additional sensor is used in the roll-yaw plane. Subsequently the simulation studies are carried out with two scanners in pitch-yaw plane and one scanner in the roll-yaw plane (ie. a total of 6 horizon points at each time). Based on the simulations, it is shown that the achievable accuracy in absolute position is about 2 kms.- Since the scanner in the roll-yaw plane is susceptible to dazzling by Sun, the effect of data breaks due to sensor inhibition is also analysed. It is further established that such data breaks do not improve the accuracy of the estimates of the along-track component during the transient phase. However, filter does not diverge during this period. Following the analysis of the' filter performance, influence of Earth's oblateness on the measurement model studied. It is observed that the error in horizon points, due to spherical Earth approximation behave like a sinusoid of twice the orbital frequency alongwith a bias of about 0.21° in the case of a 900 kms sun synchronous orbit. The error in the 6 horizon points is shown to give rise to 6 sinusoids. Since the measurement model for a spherical earth is the simplest one, the feasibility of estimating these sinusoids along with the orbital state forms the next part of the thesis. Each sinusoid along with the bias is represented as a 3 state recursive equation in the following form where i refers to the ith sinusoid and T the sampling interval. The augmented or composite state variable X consists of bias, Sine and Cosine components of the sinusoids. The 6 sinusoids together with the three dimensional orbital position vector in local coordinate frame then lead to a 21 state augmented Kalman Filter. With the 21 state filter, observability problems are experienced. Hence the magnetic field strength, which is a function of radial distance as measured by an onboard magnetometer is proposed as additional measurement. Subsequently, on using 6 horizon point measurements and the radial distance measurements obtained from a magnetometer and taking advantage of relationships between sinusoids, it is shown that a ten state filter (ie. 3 local orbital states, one bias and 3 zero mean sinusoids) can effectively function as an onboard orbit filter. The filter performance is investigated for circular as well as low eccentricity orbits. The 10-state filter is shown to exhibit a lag while following the radial component in case of low eccentricity orbits. This deficiency is overcome by introducing two more states, namely the radial velocity and acceleration thus resulting in a 12-state filter. Simulation studies reveal that the 12-state filter performance is very good for low eccentricity orbits. The lag observed in 10-state filter is totally removed. Besides, the 12-state filter is able to follow the changes in orbit due to orbital manoeuvers which are part of orbit acquisition plans for any mission.

This thesis discusses the use of Kalman filtering for noise reduction in a 3-D gesture- based computer music controller known as the Radio Drum and for real-time tempo tracking of rhythmic and melodic musical performances. The Radio Drum noise reduction Kalman filter is designed based on previous research in the field of target tracking for radar applications and prior knowledge of a drummer’s expected gestures throughout a performance. In this case we are seeking to improve the position estimates of a drum stick in order to enhance the expressivity and control of the instrument by the performer. Our approach to tempo tracking is novel in that a multi- modal approach combining gesture sensors and audio in a late fusion stage lead to higher accuracy in the tempo estimates.

The management and administration of legally defined marine boundaries in Australia is subject to a variety of political, legal and technical challenges. The purpose of this thesis is to address three of the technical challenges faced in the implementation of marine boundaries which cannot be dealt with by applying conventional land cadastre and land administration principles. The three challenges that are identified and addressed are (i) marine boundary delimitation and positioning uncertainty, (ii) the construction and maintenance of four dimensional marine parcels, and (iii) the modelling and management of marine boundary uncertainty metadata.

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Uma das ferramentas básicas no controle estatístico de processos são os gráficos de controle de Shewhart, úteis no monitoramento das características-chave da qualidade nos processos de produção. Este monitoramento pode ser feito através de gráficos de controle univariados ou multivariados, quando a característica de qualidade é representada, respectivamente, por uma variável aleatória univariada ou multivariada. Em alguns casos, a qualidade pode ser representada por algum tipo de perfil, uma relação linear ou não-linear entre suas características. Este trabalho é dedicado ao estudo da fase II de gráficos de controle, ao monitoramento de uma variável, em um processo de produção, que é representada por um perfil linear, e os coeficientes de regressão são estimados pelo método de mínimos quadrados ordinários e pelo filtro de Kalman. Utiliza-se o gráfico de controle 2 c para o monitoramento dos parâmetros, intercepto e coeficiente de inclinação, do modelo de regressão linear simples. É proposto a aplicação das estimativas do filtro de Kalman ao gráfico de controle 2 c e também o estudo da eficiência deste gráfico com tais estimativas, bem como, a comparação com as estimativas obtidas pelo método de mínimos quadrados ordinários. Através de uma métrica construída com as estimativas do filtro de Kalman e com as estimativas do método de mínimos quadrados ordinários, compara-se o desempenho do gráfico de controle 2 c e verifica-se que este é mais rápido na detecção de mudanças nos parâmetros do modelo do processo quando suas estimativas são geradas pelo filtro de Kalman do que pelo método de mínimos quadrados ordinários. / Shewhart chart is a fundamental tool in statistical process control, and is useful in the monitoring of key quality characteristics in production processes. That monitoring can be done by univariate or by multivariate control charts, when the quality characteristic can be represented by a random variable or random vector. There are however certain cases where the quality can be represented by a profile, linear or nonlinear, between its characteristics. This work is dedicated to the control strategy for Phase II, to the monitoring of variables in a production process following a linear profile and the regression coefficients estimated by least squares and by Kalman filter. Our aim is to compare the performance of the 2 c control chart when the parameters of the model are estimated by those alternative techniques. Control chart 2 c has been used to monitor parameters of simple linear regression model. It has been proposed to apply the Kalman Filter estimates in the control chart 2 c and to analyse the efficiency of this chart considering such estimates, as well as, the comparison with the least squares estimates. The performance of this chart has been compared by those two techniques of estimation and has been confirmed that the control chart 2 c is more efficient when combined with the Filter Kalman estimates than with the least squares estimates.

Thesis submitted in fulfilment of the requirements for the degree Doctor of Technology: Electrical Engineering in the Faculty of Engineering at the Cape Peninsula University of Technology, 2013 / Networked Control Systems is a control system where the plant and the controller exchange information via a shared communication network and the network is considered as part of the closed loop control system. Unfortunately the network introduces network induced random varying time delays and data packet loss amongst the communication network imperfections. The network delays are considered to be between the controller and the actuator and between the sensor and the controller. These network imperfections degrade the performance of the closed loop control system and result in closed loop system instability. The complexity of measuring the communication network imperfection in networked control systems makes it difficult for the control engineers to develop methods for design of controllers that can incorporate and compensate these imperfections in order to improve the performance of the networked control systems. In this thesis a co-simulation toolset called LabNS2 is developed to address the first problem of measuring the communication network imperfections by providing an ideal environment that can be used to investigate the influence of network time delays or packet loss. The software environment of the toolset is based on LabVIEWTM and Network Simulator Version 2 (NS2). A new robust predictive optimal controller design method is developed to address the problem of the destabilising effect of the network induced time delay between the controller and the actuator. The design approach is based on time shifting of the optimisation horizon and a state predictor. The design of the controller is based on a model of the plant with delay in the control vector equal to the delay between the controller and the actuator or to the sum of the delays between the controller and the actuator and between the sensor and the controller. The time shifting approach allows the design of the controller to be performed for a model without time delay. Then the control action is based on the future values of the state space vector estimates. The state predictor is developed to predict these future values of the state using the present and past values of the state estimates and control actions. This technique is made possible by the use of the plant model Transition Matrix. A Discrete Kalman Filter is modified to address the problem of the destabilising effect of the network induced time delay between the sensor and the controller. An additional state estimation vector is added to the filter estimate at every current moment of time. iv The developed methods are implemented for networked control of a dish antenna driven by two stepper motors. The outcomes of the thesis can be used for the education and fundamental research purposes, but the developed control strategies have significant sense towards the Square Kilometer Array projects and satellite systems industry. / National Research Foundation

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Uma das ferramentas básicas no controle estatístico de processos são os gráficos de controle de Shewhart, úteis no monitoramento das características-chave da qualidade nos processos de produção. Este monitoramento pode ser feito através de gráficos de controle univariados ou multivariados, quando a característica de qualidade é representada, respectivamente, por uma variável aleatória univariada ou multivariada. Em alguns casos, a qualidade pode ser representada por algum tipo de perfil, uma relação linear ou não-linear entre suas características. Este trabalho é dedicado ao estudo da fase II de gráficos de controle, ao monitoramento de uma variável, em um processo de produção, que é representada por um perfil linear, e os coeficientes de regressão são estimados pelo método de mínimos quadrados ordinários e pelo filtro de Kalman. Utiliza-se o gráfico de controle 2 c para o monitoramento dos parâmetros, intercepto e coeficiente de inclinação, do modelo de regressão linear simples. É proposto a aplicação das estimativas do filtro de Kalman ao gráfico de controle 2 c e também o estudo da eficiência deste gráfico com tais estimativas, bem como, a comparação com as estimativas obtidas pelo método de mínimos quadrados ordinários. Através de uma métrica construída com as estimativas do filtro de Kalman e com as estimativas do método de mínimos quadrados ordinários, compara-se o desempenho do gráfico de controle 2 c e verifica-se que este é mais rápido na detecção de mudanças nos parâmetros do modelo do processo quando suas estimativas são geradas pelo filtro de Kalman do que pelo método de mínimos quadrados ordinários. / Shewhart chart is a fundamental tool in statistical process control, and is useful in the monitoring of key quality characteristics in production processes. That monitoring can be done by univariate or by multivariate control charts, when the quality characteristic can be represented by a random variable or random vector. There are however certain cases where the quality can be represented by a profile, linear or nonlinear, between its characteristics. This work is dedicated to the control strategy for Phase II, to the monitoring of variables in a production process following a linear profile and the regression coefficients estimated by least squares and by Kalman filter. Our aim is to compare the performance of the 2 c control chart when the parameters of the model are estimated by those alternative techniques. Control chart 2 c has been used to monitor parameters of simple linear regression model. It has been proposed to apply the Kalman Filter estimates in the control chart 2 c and to analyse the efficiency of this chart considering such estimates, as well as, the comparison with the least squares estimates. The performance of this chart has been compared by those two techniques of estimation and has been confirmed that the control chart 2 c is more efficient when combined with the Filter Kalman estimates than with the least squares estimates.

Esta tese apresenta novos algoritmos que resolvem problemas de estimativas filtrada, suavizadora e preditora para sistemas singulares no tempo discreto usando apenas argumentos determinísticos. Cada capítulo aborda inicialmente as estimativas para o sistema nominal e em seguida, as versões robustas para o sistema com incertezas limitadas. Os resultados encontrados podem ser aplicados tanto em sistemas invariantes como variantes no tempo discreto, utilizando a mesma estrutura do filtro de Kalman. Nos últimos anos, uma quantidade significativa de trabalhos envolvendo estimativas singulares foi publicada enfocando apenas a estimativa filtrada sob a justificativa de que a estimativa preditora era de significativa complexidade quando modelada pelo método dos mínimos quadrados. Por este motivo, poucos trabalhos, como NIKOUKHAH et al. (1992) e ZHANG et al. (1998), deduziram a estimativa preditora. Este último artigo apresentou também um algoritmo para a estimativa suavizadora, mas usando o modelo de inovação ARMA. No entanto, até onde foi possível identificar, nenhum trabalho até agora resolveu o problema de estimativa robusta, considerando incertezas nos parâmetros, para sistemas singulares. Para a dedução das estimativas singulares robustas, esta tese tomou como base SAYED (2001), que deduz o filtro de Kalman robusto com incertezas limitadas utilizando uma abordagem determinística, o chamado filtro BDU. Os filtros robustos para sistemas singulares apresentados nesta tese, são mais abrangentes que os apresentados em SAYED (2001). Quando particularizados para o espaço de estados sem incertezas, todos os filtros se assemelham ao filtro de Kalman. / New algorithms to optimal recursive filtering, smoothed and prediction for general time-invariant or time-variant descriptor systems are proposed in this thesis. The estimation problem is addressed as an optimal deterministic trajectory fitting. This problem is solved using exclusively deterministic arguments for systems with or without uncertainties. Kalman type recursive algorithms for robust filtered, predicted and smoothed estimations are derived. In the last years, many papers have paid attention to the estimation problems of linear singular systems. Unfortunately, all those works were concentrated only on the study of filtering problems, for nominal systems. The predicted and smoothed filters are more involved and were considered only by few works : NIKOUKHAH et al. (1992) and ZHANG et al. (1998) had proposed a unified approach for filtering, prediction and smoothing problems which were derived by using the projection formula and were calculated based on the ARMA innovation model, but they had not considered the uncertainties. In this thesis its applied for descriptor systems a robust procedure for usual state space systems developed by SAYED (2001), called BDU filter. It is obtained a robust descriptor Kalman type recursions for filtered, predicted and smoothed estimates. Considering the nominal state space, all descriptor filters developed in this work collapse to the Kalman filter.