Optimal filtering for linear systems with state and multiple observation delays

被引：19

作者：

Basin, M. ^{[1
]}

Alcorta-Garcia, M. A. ^{[1
]}

Alanis-Duran, A. ^{[1
]}

机构：

[1] Autonomous Univ Nuevo Leon, Dept Phys & Math Sci, San Nicolas De Los Garza, Nuevo Leon, Mexico

来源：

INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE | 2008年 / 39卷 / 05期

关键词：

filtering; stochastic system; time-delay system;

D O I：

10.1080/00207720701847661

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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.

引用

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页码：547 / 555

页数：9

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