Kalman Filtering for Linear Discrete-time Systems with Multiple Delayed Noises

被引：0
|
作者：
Cui, Peng [1 ]
Zhang, Huanshui [1 ]
Zhang, Chenghui [1 ]
Zhao, Hongguo [2 ]
机构：
[1] Shandong Univ, Sch Control Sci & Engn, Jinan 250061, Peoples R China
[2] Taishan Univ, Dept Informat Sci & Technol, Tai An 271021, Shandong, Peoples R China
来源：
PROCEEDINGS OF THE 48TH IEEE CONFERENCE ON DECISION AND CONTROL, 2009 HELD JOINTLY WITH THE 2009 28TH CHINESE CONTROL CONFERENCE (CDC/CCC 2009) | 2009年
基金：
美国国家科学基金会;
关键词：
D O I：
10.1109/CDC.2009.5400072
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The paper deals with the Kalman filtering problem for linear discrete-time systems with multiple noise delays. The adopted approach is based on projection formula in Hilbert space rather than state augmentation. The filters are computed by solving two coupled Riccati-type difference equations. Thus there is computational advantage. One example shows the effectiveness of the proposed approach.
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页码：4553 / 4558
页数：6
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