Optimal Estimation of A Class of Linear Time-Delay Uncertain Systems

被引：3
|
作者：
Zhang, Mei [1 ]
Zhang, Chenghui [2 ]
Cui, Peng [2 ]
机构：
[1] Shandong Univ, Sch Informat & Elect Engn, Jinan 250101, Peoples R China
[2] Shandong Univ, Sch Control Sci & Engn, Jinan 250061, Peoples R China
来源：
ASIAN JOURNAL OF CONTROL | 2014年 / 16卷 / 02期
基金：
中国国家自然科学基金;
关键词：
time delay systems; coupled Riccati equations; Uncertain linear systems; Kalman filtering; STATE ESTIMATION; FILTER DESIGN;
D O I：
10.1002/asjc.742
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The state estimation problem is investigated for a class of linear uncertain systems with state and noise delay. The optimal one-step prediction algorithm is presented by introducing a fictitious noise. The predictor is designed based on the projection formula in Hilbert space and has the same dimensions as the original systems. The error covariance consists of two coupled Riccati-type difference equations. The optimal filter and fixed-lag smoother are provided based on the predictor. A numerical example is given to show the effectiveness of the proposed approach.
引用
收藏
页码：556 / 564
页数：9
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