Optimal linear estimators for systems with random measurement delays

DOI10.1007/s11768-011-0244-7zbMath1240.93318OpenAlexW2014010553MaRDI QIDQ3109794

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Publication date: 27 January 2012

Published in: Journal of Control Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11768-011-0244-7

zbMATH Keywords

Riccati difference equationrandom measurement delaysinnovation analysis approachoptimal linear estimationLyapunov difference equation

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

Related Items (3)

Observer-based H _∞ control for networked systems with bounded random delays and consecutive packet dropouts ⋮ Linear estimation based on covariances for networked systems featuring sensor correlated random delays ⋮ Least-squares estimators for systems with stochastic sensor gain degradation, correlated measurement noises and delays in transmission modelled by Markov chains

Cites Work

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• The problem of state estimation via asynchronous communication channels with irregular transmission times
• RobustH_∞filtering for networked systems with multiple state delays
• Optimal recursive estimation with uncertain observation

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