A Re-Organized Innovation Approach to Kalman Filtering for Time-Varying Systems
The paper deals with the Kalman filtering problem for linear time-delayed continuous-time systems. Both the optimal filter for systems with single delayed measurement and with multiple ones are considered. Such problem has much application in sensor fusion and network systems. Existing solutions to this problem are usually related to solving partial differential equations (PDEs), which, however, are difficult to be performed in practice. This paper aims to propose an explicit solution to the Kalman filtering problem. The proposed approach is the reorganized innovation analysis. The obtained Kalman filter is given in terms of Riccati differential equations (RDEs). More importantly, the proposed approach can be applied to solve the more complicated problems such as H∞ fixed-lag smoothing and H∞ preview control.
Xiao Lu Wei Wang Huanshui Zhang Wei Wang
Research Center of Information and Control Dalian University of Technology Dalian, China 116023 Shenzhen Graduate School Harbin Institute of Technology Shenzhen, China 518055
国际会议
青岛
英文
2006-07-21（万方平台首次上网日期，不代表论文的发表时间）