Steady-State Optimal Filtering for Continuous Systems With Time-Delay

被引：10
|
作者：
Zhao, Hongguo [1 ]
Zhang, Huanshui [2 ]
Cui, Peng [2 ]
机构：
[1] Taishan Univ, Dept Informat Sci & Technol, Tai An 271021, Shandong, Peoples R China
[2] Shandong Univ, Sch Control Sci & Engn, Jinan 250061, Peoples R China
来源：
IEEE SIGNAL PROCESSING LETTERS | 2009年 / 16卷 / 07期
基金：
美国国家科学基金会;
关键词：
Reorganized innovation; Riccati equation; spectral factorization; time-delay;
D O I：
10.1109/LSP.2009.2020463
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
This paper is concerned with the steady-state optimal filtering problem for continuous-time systems with delayed measurements. The design of the filter involves in solving one spectral factorization with time-delays, which is the key problem to be solved. A novel approach for the spectral factorization is proposed based on reorganized innovation analysis. The calculation of spectral factor comes down to solving l + 1 standard Riccati equations with the same dimension as the original systems.
引用
收藏
页码：628 / 631
页数：4
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