NDLI: Optimal estimation for continuous-time systems with delayed measurements

Content Provider	IEEE Xplore Digital Library
Author	Huanshui Zhang Xiao Lu Daizhan Cheng
Copyright Year	1963
Abstract	This note focuses on the traditional problem of the Kalman filtering for linear continuous-time systems. Although the problem has been studied widely in the past decades, little work has been done for the time-delayed systems and some fundamental problems remain to be solved. This note proposes a new tool, namely, reorganization innovation analysis approach , to investigate the filtering problem for systems with delayed measurements. The Kalman filter is given in terms of the solution of standard Riccati equations. The performance is clearly demonstrated through analytical results and simulation. The solved problem in this note is related with some more complicated problems such as H/sub /spl infin// fixed-lag smoothing, H/sub /spl infin// control with preview and control with input delays.
Sponsorship	IEEE Control Systems Society
Starting Page	823
Ending Page	827
Page Count	5
File Size	542000
File Format	PDF
ISSN	00189286
Volume Number	51
Issue Number	5
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2006-05-01
Publisher Place	U.S.A.
Access Restriction	One Nation One Subscription (ONOS)
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Delay estimation Delay systems Filtering Riccati equations Kalman filters Nonlinear filters Technological innovation Performance analysis Analytical models Smoothing methods time-delayed systems Continuous-time system Kalman filter reorganized innovation analysis
Content Type	Text
Resource Type	Article
Subject	Control and Systems Engineering Electrical and Electronic Engineering Computer Science Applications

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