State estimation for discrete linear systems with observation time-delayed noise

Peng Cui; Hongguo Zhao; Jun-e Feng

doi:10.3934/jimo.2011.7.79

Article Contents

2011, Volume 7, Issue 1: 79-85. Doi: 10.3934/jimo.2011.7.79

This issue Previous Article Global optimality conditions for some classes of polynomial integer programming problems Next Article Cluster synchronization for linearly coupled complex networks

State estimation for discrete linear systems with observation time-delayed noise

1.
School of Control Science and Engineering, Shandong University, Jinan 250000
2.
Department of Information Science and Technology, Taishan University, Taian 271021
3.
School of Mathematics, Shandong University, Jinan 250000

Received: June 30, 2010

Revised: August 31, 2010

Published: December 2010

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Abstract

State estimation problem is discussed for discrete-time systems with delays in measurement noise sequence, which is usually seen in network control and geophysical prospecting systems. An optimal recursive filter is derived via state augmentation. Dimensions of the optimal filter just are the sum of dimensions of state and observation vector. Therefore, they are not related to the size of delay. Besides, a sub-optimal recursive filter with same dimension as the original state is designed. The sub-optimal filter realizes instant optimization at current time. One example shows the effectiveness of the proposed approach.

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Mathematics Subject Classification: Primary: 93E11; Secondary: 62M20.

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