STATE ESTIMATION FOR DISCRETE LINEAR SYSTEMS WITH OBSERVATION TIME-DELAYED NOISE

被引：0

作者：

Cui, Peng ^{[1
]}

Zhao, Hongguo ^{[2
]}

Feng, Jun-E ^{[3
]}

机构：

[1] Shandong Univ, Sch Control Sci & Engn, Jinan 250000, Peoples R China

[2] Taishan Univ, Dept Informat Sci & Technol, Tai An 271021, Shandong, Peoples R China

[3] Shandong Univ, Sch Math, Jinan 250000, Peoples R China

来源：

JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION | 2011年 / 7卷 / 01期

基金：

美国国家科学基金会; 中国博士后科学基金;

关键词：

Time-delayed noise; optimal estimation; sub-optimal estimation; Kalman filtering; SENSOR DELAY;

D O I：

10.3934/jimo.2011.7.79

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

State estimation problem is discussed for discrete-time systems with delays in measurement noise sequence, which is usually seen in network control and geophysical prospecting systems. An optimal recursive filter is derived via state augmentation. Dimensions of the optimal filter just are the sum of dimensions of state and observation vector. Therefore, they are not related to the size of delay. Besides, a sub-optimal recursive filter with same dimension as the original state is designed. The sub-optimal filter realizes instant optimization at current time. One example shows the effectiveness of the proposed approach.

引用

页码：79 / 85

页数：7

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