Kalman filtering for time-delayed linear systems

DOI10.1007/S11432-006-2008-4MaRDI QIDQ2507489zbMATH OpenOpenAlexFDO

Authors Xiao Lu, Wei Wang

Publication date 11 October 2006

Published in Science in China. Series F (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11432-006-2008-4

zbMATH Keywords

delayed measurementsdiscrete-time systemsinnovation analysisRiccati equations

Mathematics Subject Classification ID

(H^infty)-control (93B36) Filtering in stochastic control theory (93E11)

Recommendations

• Kalman filtering for multiple time-delay systems
• Optimal filtering in discrete-time systems with time delays and Markovian jump parameters
• Robust Kalman filtering for discrete-time systems with multiple time-delayed measurements
• scientific article; zbMATH DE number 1833940
• Linear Filtering for Time-Delay Systems

Cites work

• \(H^{\infty}\) performance of preview control systems
• \(H_{\infty}\) fixed-lag smoothing for discrete linear time-varying systems
• A Reorganized Innovation Approach to Linear Estimation
• An innovation approach to \(H_{\infty}\) prediction for continuous-time systems with application to systems with delayed measurements
• scientific article; zbMATH DE number 1445412 (Why is no real title available?)
• scientific article; zbMATH DE number 3054021 (Why is no real title available?)
• On the \(H^{\infty}\) fixed-lag smoothing: How to exploit the information preview.
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems

Cited in

(14)

• On state estimation and control in discrete-time systems of linear type
• Optimal Kalman filtering for a class of state delay systems with randomly multiple sensor delays
• Modified likelihood Kalman filter for systems with incomplete, delayed and lost measurements
• Filtering linear systems with large time-varying measurement delays
• Robust Kalman filtering for discrete-time systems with multiple time-delayed measurements
• Kalman filtering for multiple time-delay systems
• Optimal filtering in discrete-time systems with time delays and Markovian jump parameters
• scientific article; zbMATH DE number 3928852 (Why is no real title available?)
• scientific article; zbMATH DE number 4022433 (Why is no real title available?)
• Kalman filtering for general discrete-time linear systems
• A receding horizon Kalman FIR filter for linear continuous-time systems
• Duality between state estimation and linear quadratic tracking for time-delay systems
• Robust \(H_2\) filtering of linear systems with time delays
• White noise \(H_{\infty }\) fixed-lag smoothing for continuous time systems

This page was built for publication: Kalman filtering for time-delayed linear systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2507489)