Deterministic and Stochastic Time-Delay Systems
Deterministic and Stochastic Time-Delay Systems
Time-Delay Systems: Analysis, Optimization and Applications
Time-Delay Systems: Analysis, Optimization and Applications
Robust filtering for jumping systems with mode-dependent delays
Signal Processing
New approach to mixed H2/H∞ filtering for polytopic discrete-time systems
IEEE Transactions on Signal Processing - Part II
Robust H∞ filter design for uncertain linear systems withmultiple time-varying state delays
IEEE Transactions on Signal Processing
Time-delay systems: an overview of some recent advances and open problems
Automatica (Journal of IFAC)
Robust H∞filtering with error variance constraints on GPS/INS integrated navigation systems
CCDC'09 Proceedings of the 21st annual international conference on Chinese control and decision conference
H2optimal control for a wide class of discrete-time linear stochastic systems
International Journal of Systems Science
Automatica (Journal of IFAC)
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This article solves the optimal filtering problem for linear systems with state and multiple observation delays. The optimal estimate equation similar to the traditional Kalman-Bucy one is derived, and the system of equations for determining the filter gain matrix consists of an infinite set of equations. It is then demonstrated that a finite set of the filtering equations can be obtained in case of commensurable delays. In the example, the designed optimal filter is compared to the traditional Kalman-Bucy filter.