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Global optimality conditions for some classes of polynomial integer programming problems
State estimation for discrete linear systems with observation time-delayed noise
1. | School of Control Science and Engineering, Shandong University, Jinan 250000, China |
2. | Department of Information Science and Technology, Taishan University, Taian 271021, China |
3. | School of Mathematics, Shandong University, Jinan 250000, China |
References:
[1] |
B. D. O. Anderson and J. B. Moore, "Optimal Filtering,", Prentice-Hall, (1979). Google Scholar |
[2] |
M. Basin, J. Rodriguez-Gonzalez and R. Martinez Zúniga, Optimal filtering for linear state delay systems,, IEEE Trans. on Automatic Control, 50 (2005), 684.
doi: 10.1109/TAC.2005.846599. |
[3] |
A. Calzolari, P. Florchinger and G. Nappo, Nonlinear filtering for markov systems with delayed observations,, Int. J. Appl. Math. Comput. Sci., 19 (2009), 49.
doi: 10.2478/v10006-009-0004-8. |
[4] |
Y. Chocheyras, Near field three dimensional time delay and doppler target motion analysis,, in, (1989), 2649.
doi: 10.1109/ICASSP.1989.267012. |
[5] |
T. Kailath, A. H. Sayed, and B. Hassibi, "Linear Estimation",, Prentice-Hall, (1999). Google Scholar |
[6] |
R. E. Kalman, A new approach to linear filtering and prediction problems,, Trans. ASME, 82 (1960), 35. Google Scholar |
[7] |
R. E. Kalman and R. S. Bucy, New results in linear filtering and prediction theory,, Transactions of the ASME-Journal of Basic Engineering, 83 (1961), 95.
|
[8] |
H. Kwakernaak, Optimal filtering in linear systems with time delays,, IEEE Trans. on Automatic Control, 12 (1967), 169.
doi: 10.1109/TAC.1967.1098541. |
[9] |
X. Lu, H. S. Zhang, W. Wang and K. L. Teo, Kalman filtering for multiple time-delay systems,, Automatica, 41 (2005), 1455.
doi: 10.1016/j.automatica.2005.03.018. |
[10] |
D. MacMillan, J. Bohm, M. Gipson, R. Haas, A. Niell, T. Nilsson, A. Pany, B. Petrachenko and J. Wresnik, Simulation analysis of the geodetic performance of the future IVS VLBI2010 system,, in, (2008). Google Scholar |
[11] |
G. A. Medrano-Cerda, Filtering for linear system involving time delays in the noise process,, IEEE Trans. on Automatic Control, 28 (1983), 801.
doi: 10.1109/TAC.1983.1103318. |
[12] |
C. L. Su and C. N. Lu, Interconnected network state estimation using randomly delayed measurements,, IEEE Trans. on Power Systems, 16 (2001), 870.
doi: 10.1109/59.962439. |
[13] |
A. Subramanian and A. H. Sayed, Multiobjective filter design for uncertain stochastic time-delay systems,, IEEE Trans. on Automatic Control, 49 (2004), 149.
doi: 10.1109/TAC.2003.821422. |
[14] |
S. L. Sun, Linear minimum variance estimators for systems with bounded random measurement delays and packet dropouts,, Signal Processing, 89 (2009), 1457.
doi: 10.1016/j.sigpro.2009.02.002. |
[15] |
Z. Wang, D. W. C. Ho and X. Liu, Robust filtering underrandomly varying sensor delay with variance constraints,, IEEE Trans. on Circuits and Systtems II: Express Briefs, 51 (2004), 320.
doi: 10.1109/TCSII.2004.829572. |
[16] |
E. Yaz and A. Ray, Linear unbiased state estimation under randomly varying bounded sensor delay,, Applied Mathematics Letters, 11 (1998), 27.
doi: 10.1016/S0893-9659(98)00051-2. |
[17] |
H. S. Zhang, X. Lu, and D. Z. Cheng, Optimal estimation for continuous-time systems with delayed measurements,, IEEE Trans. on Automatic Control, 51 (2006), 823.
doi: 10.1109/TAC.2006.874983. |
[18] |
H. G. Zhao, H. S. Zhang and C. H. Zhang, Optimal filtering for linear discrete-time systems with single delayed measurement,, Int. J. of Control, 6 (2008), 378. Google Scholar |
show all references
References:
[1] |
B. D. O. Anderson and J. B. Moore, "Optimal Filtering,", Prentice-Hall, (1979). Google Scholar |
[2] |
M. Basin, J. Rodriguez-Gonzalez and R. Martinez Zúniga, Optimal filtering for linear state delay systems,, IEEE Trans. on Automatic Control, 50 (2005), 684.
doi: 10.1109/TAC.2005.846599. |
[3] |
A. Calzolari, P. Florchinger and G. Nappo, Nonlinear filtering for markov systems with delayed observations,, Int. J. Appl. Math. Comput. Sci., 19 (2009), 49.
doi: 10.2478/v10006-009-0004-8. |
[4] |
Y. Chocheyras, Near field three dimensional time delay and doppler target motion analysis,, in, (1989), 2649.
doi: 10.1109/ICASSP.1989.267012. |
[5] |
T. Kailath, A. H. Sayed, and B. Hassibi, "Linear Estimation",, Prentice-Hall, (1999). Google Scholar |
[6] |
R. E. Kalman, A new approach to linear filtering and prediction problems,, Trans. ASME, 82 (1960), 35. Google Scholar |
[7] |
R. E. Kalman and R. S. Bucy, New results in linear filtering and prediction theory,, Transactions of the ASME-Journal of Basic Engineering, 83 (1961), 95.
|
[8] |
H. Kwakernaak, Optimal filtering in linear systems with time delays,, IEEE Trans. on Automatic Control, 12 (1967), 169.
doi: 10.1109/TAC.1967.1098541. |
[9] |
X. Lu, H. S. Zhang, W. Wang and K. L. Teo, Kalman filtering for multiple time-delay systems,, Automatica, 41 (2005), 1455.
doi: 10.1016/j.automatica.2005.03.018. |
[10] |
D. MacMillan, J. Bohm, M. Gipson, R. Haas, A. Niell, T. Nilsson, A. Pany, B. Petrachenko and J. Wresnik, Simulation analysis of the geodetic performance of the future IVS VLBI2010 system,, in, (2008). Google Scholar |
[11] |
G. A. Medrano-Cerda, Filtering for linear system involving time delays in the noise process,, IEEE Trans. on Automatic Control, 28 (1983), 801.
doi: 10.1109/TAC.1983.1103318. |
[12] |
C. L. Su and C. N. Lu, Interconnected network state estimation using randomly delayed measurements,, IEEE Trans. on Power Systems, 16 (2001), 870.
doi: 10.1109/59.962439. |
[13] |
A. Subramanian and A. H. Sayed, Multiobjective filter design for uncertain stochastic time-delay systems,, IEEE Trans. on Automatic Control, 49 (2004), 149.
doi: 10.1109/TAC.2003.821422. |
[14] |
S. L. Sun, Linear minimum variance estimators for systems with bounded random measurement delays and packet dropouts,, Signal Processing, 89 (2009), 1457.
doi: 10.1016/j.sigpro.2009.02.002. |
[15] |
Z. Wang, D. W. C. Ho and X. Liu, Robust filtering underrandomly varying sensor delay with variance constraints,, IEEE Trans. on Circuits and Systtems II: Express Briefs, 51 (2004), 320.
doi: 10.1109/TCSII.2004.829572. |
[16] |
E. Yaz and A. Ray, Linear unbiased state estimation under randomly varying bounded sensor delay,, Applied Mathematics Letters, 11 (1998), 27.
doi: 10.1016/S0893-9659(98)00051-2. |
[17] |
H. S. Zhang, X. Lu, and D. Z. Cheng, Optimal estimation for continuous-time systems with delayed measurements,, IEEE Trans. on Automatic Control, 51 (2006), 823.
doi: 10.1109/TAC.2006.874983. |
[18] |
H. G. Zhao, H. S. Zhang and C. H. Zhang, Optimal filtering for linear discrete-time systems with single delayed measurement,, Int. J. of Control, 6 (2008), 378. Google Scholar |
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