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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, Englewood Cliffs, New Jersey, 1979. |
[2] |
M. Basin, J. Rodriguez-Gonzalez and R. Martinez Zúniga, Optimal filtering for linear state delay systems, IEEE Trans. on Automatic Control, 50 (2005), 684-690.
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), 49-57.
doi: 10.2478/v10006-009-0004-8. |
[4] |
Y. Chocheyras, Near field three dimensional time delay and doppler target motion analysis, in "International Conference on Acoustics, Speech, and Signal Processing," (1989), 2649-2652.
doi: 10.1109/ICASSP.1989.267012. |
[5] |
T. Kailath, A. H. Sayed, and B. Hassibi, "Linear Estimation", Prentice-Hall, Englewood Cliffs, New Jersey, 1999. |
[6] |
R. E. Kalman, A new approach to linear filtering and prediction problems, Trans. ASME, Series D, Journal of Basic Engineering, 82 (1960), 35-45. |
[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), 95-108. |
[8] |
H. Kwakernaak, Optimal filtering in linear systems with time delays, IEEE Trans. on Automatic Control, 12 (1967), 169-173.
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), 1455-1461.
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 "American Geophysical Union Fall Meeting," San Francisco, (2008), G33A-0667. |
[11] |
G. A. Medrano-Cerda, Filtering for linear system involving time delays in the noise process, IEEE Trans. on Automatic Control, 28 (1983), 801-803.
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), 870-878.
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), 149-154.
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), 1457-1466.
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), 320-326.
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), 27-32.
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), 823-827.
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, Automation, and Systems, 6 (2008), 378-385. |
show all references
References:
[1] |
B. D. O. Anderson and J. B. Moore, "Optimal Filtering," Prentice-Hall, Englewood Cliffs, New Jersey, 1979. |
[2] |
M. Basin, J. Rodriguez-Gonzalez and R. Martinez Zúniga, Optimal filtering for linear state delay systems, IEEE Trans. on Automatic Control, 50 (2005), 684-690.
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), 49-57.
doi: 10.2478/v10006-009-0004-8. |
[4] |
Y. Chocheyras, Near field three dimensional time delay and doppler target motion analysis, in "International Conference on Acoustics, Speech, and Signal Processing," (1989), 2649-2652.
doi: 10.1109/ICASSP.1989.267012. |
[5] |
T. Kailath, A. H. Sayed, and B. Hassibi, "Linear Estimation", Prentice-Hall, Englewood Cliffs, New Jersey, 1999. |
[6] |
R. E. Kalman, A new approach to linear filtering and prediction problems, Trans. ASME, Series D, Journal of Basic Engineering, 82 (1960), 35-45. |
[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), 95-108. |
[8] |
H. Kwakernaak, Optimal filtering in linear systems with time delays, IEEE Trans. on Automatic Control, 12 (1967), 169-173.
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), 1455-1461.
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 "American Geophysical Union Fall Meeting," San Francisco, (2008), G33A-0667. |
[11] |
G. A. Medrano-Cerda, Filtering for linear system involving time delays in the noise process, IEEE Trans. on Automatic Control, 28 (1983), 801-803.
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), 870-878.
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), 149-154.
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), 1457-1466.
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), 320-326.
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), 27-32.
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), 823-827.
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, Automation, and Systems, 6 (2008), 378-385. |
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