Kalman filtering for multiple time-delay systems

Automatica

Volumn 41, Issue 8, 2005, Pages 1455-1461

  Lu, Xiao ^a,b   Zhang, Huanshui ^a   Wang, Wei ^b   Teo, Kok Lay ^c  

^a HARBIN INSTITUTE OF TECHNOLOGY   (China)

^b DALIAN UNIVERSITY OF TECHNOLOGY   (China)

^c HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

Author keywords

Delayed measurements; Discrete time systems; Innovation analysis; Optimal filtering; Riccati equations

Indexed keywords

COMPUTATIONAL METHODS; DISCRETE TIME CONTROL SYSTEMS; LINEAR SYSTEMS; MATRIX ALGEBRA; PARTIAL DIFFERENTIAL EQUATIONS; POLYNOMIALS; PROBLEM SOLVING; RICCATI EQUATIONS; SENSOR DATA FUSION;

DELAYED MEAASUREMENTS; DISCRETE-TIME SYSTEMS; INNOVATION ANALYSIS; OPTIMAL FILTERING;

KALMAN FILTERING;

EID: 20144375863     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2005.03.018     Document Type: Article

References (12)

1. B.D.O. Anderson, and J.B. Moore Optimal filtering 1979 Prentice-Hall Englewood Cliffs, NJ
2. T. Kailath, A.H. Sayed, and B. Hassibi Linear estimation 1999 Prentice-Hall Englewood Cliffs, NJ
3. L.A. Klein Sensor and data fusion concepts and applications 1999 SPIE Press
4. Kojima, A., & Ishijima, S. (2001) H ∞ control for preview and delayed strategies. In Proceedings of 40th IEEE conference on decision and control, Orlando, FL (pp. 991-996).
5. V. Kucera Discrete linear control. The polynomial equation approach 1979 Wiley Chichester
6. H. Kwakernaak Optimal filtering in linear systems with time delays IEEE Transactions on Automatic Control 12 1967 169 173
7. J.-P. Richard Time-delay systems: An review of some recent advances and open problems Automatica 39 2003 1667 1694
8. G. Tadmor The standard H ∞ problem in systems with a single input delay IEEE Transactions on Automatic Control 45 3 2002 382 397
9. N. Wiener Extrapolation interpolation, and smoothing of stationary time series 1950 The Technology Press and Wiley New York
10. Zhang, H., Xie, L., & Soh, Y. C. (2001) A unified approach to linear estimation for discrete-time systems - Part I: H 2 estimation. In Proceedings of 41th IEEE conference on decision and control, December, USA.
11. Zhang, H., Zhang, D., & Xie, L. (2003) Necessary and sufficient condition for finite horizon H ∞ estimation of time delay systems. In Proceedings of 43rd IEEE conference on decision and control, December, USA.
12. H. Zhang, D. Zhang, and L. Xie An innovation approach to H ∞ prediction for continuous-time systems with application to systems with time delayed measurements Automatica 40 2004 1253 1261