Kalman filtering for multiple time-delay systems

  • Authors:
  • Xiao Lu;Huanshui Zhang;Wei Wang;Kok-Lay Teo

  • Affiliations:
  • Shenzhen Graduate School, Harbin Institute of Technology, HIT Campus, Shenzhen University Town, Xili, Shenzhen, 518055, PR China and Research Center of Information and Control, Dalian University o ...;Shenzhen Graduate School, Harbin Institute of Technology, HIT Campus, Shenzhen University Town, Xili, Shenzhen, 518055, PR China;Research Center of Information and Control, Dalian University of Technology, Dalian, 116023, PR China;The Department of Applied Mathematics, The Hong Kong Polytechnic University, Hong Kong

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 2005

Quantified Score

Hi-index 22.15

Visualization

Abstract

This paper is to study the linear minimum variance estimation for discrete-time systems with instantaneous and l-time delayed measurements by using re-organized innovation analysis. A simple approach to the problem is presented in this paper. It is shown that the derived estimator involves solving l+1 different standard Kalman filtering with the same dimension as the original system.