Filtering for discrete-time linear noise delay systems

被引：0
作者：
Peng Cui
Chenghui Zhang
Huanshui Zhang
Lihua Xie
机构：
[1] Shandong University,School of Control Science and Engineering
[2] Nanyang Technological University,School of Electrical and Electronic Engineering
来源：
International Journal of Control, Automation and Systems | 2009年 / 7卷
关键词：
Coupled Riccati equations; delayed noise; optimal state estimation;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Optimal state estimation problem for discrete-time systems with delays in noise sequence is investigated. Predictor similar to the traditional Kalman ones is derived based on projection formula in Hilbert space. Filter and fixed-lag smoother are obtained at the same time. The estimators are presented by solving two coupled Riccati-type difference equations. One example shows the effectiveness of the proposed approach.
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页码：852 / 857
页数：5
相关论文
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