Optimal filtering for linear systems with state and observation delays

DOI10.1002/RNC.1014zbMath1086.93058OpenAlexW1987838094MaRDI QIDQ5717767

Michael V. Basin, Jesús Rodríguez-González, Aracelia Alcorta-Garcia

Publication date: 10 January 2006

Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/rnc.1014

zbMATH Keywords

optimal filteringtime delay system

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (10)

Central suboptimalH_∞filter design for linear time-varying systems with state and measurement delays ⋮ Optimal filtering for linear systems with state and multiple observation delays ⋮ Robust \(H_{\infty }\) filtering for general nonlinear stochastic state-delayed systems ⋮ Self-tuning measurement fusion Kalman predictors and their convergence analysis ⋮ Distributed recursive filtering for stochastic systems under uniform quantizations and deception attacks through sensor networks ⋮ Joint state filtering and parameter estimation for linear stochastic time-delay systems ⋮ OPTIMAL FILTERING IN DISCRETE-TIME SYSTEMS WITH TIME DELAYS AND MARKOVIAN JUMP PARAMETERS ⋮ Central suboptimal \(H_\infty\) filter design for linear time-varying systems with state or measurement delay ⋮ Delay-range-dependent \(L_{2}-L_{\infty }\) filtering for stochastic systems with time-varying interval delay ⋮ Least-squares linear filtering using observations coming from multiple sensors with one- or two-step random delay

Cites Work

• Stochastic processes and filtering theory
• Introduction to stochastic control theory

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