Kalman filtering for delayed singular systems with multiplicative noise

被引：0
|
作者：
Lu X. [1 ]
Wang L. [2 ]
Wang H. [1 ]
Wang X. [1 ]
机构：
[1] Key Laboratory for Robot and Intelligent Technology of Shandong Province, Shandong University of Science and Technology, Qingdao
[2] College of Transportation, Shandong University of Science and Technology, Qingdao
来源：
| 1600年 / Institute of Electrical and Electronics Engineers Inc.卷 / 03期
基金：
中国国家自然科学基金; 中国博士后科学基金;
关键词：
estimation; filtering; Kalman filtering; reorganization of innovation analysis; singular value decomposition;
D O I：
10.1109/JAS.2016.7373758
中图分类号：
学科分类号：
摘要：
Kalman filtering problem for singular systems is dealt with, where the measurements consist of instantaneous measurements and delayed ones, and the plant includes multiplicative noise. By utilizing standard singular value decomposition, the restricted equivalent delayed system is presented, and the Kalman filters for the restricted equivalent system are given by using the well-known re-organization of innovation analysis lemma. The optimal Kalman filter for the original system is given based on the above Kalman filter by recursive Riccati equations, and a numerical example is presented to show the validity and efficiency of the proposed approach, where the comparison between the filter and predictor is also given. © 2014 Chinese Association of Automation.
引用
收藏
页码：51 / 58
页数：7
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