Name
Abstract | ||
|---|---|---|
This paper is to study the linear minimum variance estimation for discrete-time systems. A simple approach to the problem
is presented by developing re-organized innovation analysis for the systems with instantaneous and double time-delayed measurements.
It is shown that the derived estimator involves solving three different standard Kalman filtering with the same dimension
as the original system. The obtained results form the basis for solving some complicated problems such as H
∞ fixed-lag smoothing, preview control, H
∞ filtering and control with time delays. |
Year | DOI | Venue |
|---|---|---|
2006 | 10.1007/s11432-006-2008-4 | Science in China Series F: Information Sciences |
Keywords | Field | DocType |
INNOVATION APPROACH,INFINITY,PREVIEW | Minimum variance estimation,Mathematical optimization,Linear system,Linear-quadratic-Gaussian control,Control theory,Filter (signal processing),Kalman filter,Smoothing,Algebraic Riccati equation,Mathematics,Estimator | Journal |
Volume | Issue | ISSN |
49 | 4 | 18622836 |
Citations | PageRank | References |
0 | 0.34 | 2 |
Authors | ||
3 | ||