Risk-Sensitive Filter for Linear Discrete-Time Systems with Multiple Time-Delay Measurements
The risk-sensitive.ltering problem is considered for linear discrete-time systems with time-delay measurement processes which are described by l+1 channels. The problem can be converted into an optimization problem with quadratic form. By introducing an auxiliary state-space model, we can use inde.nite space approach to solve the optimization problem and design risk-sensitive.lter with the help of the innovation analysis. Furthermore, the necessary and suf.cient conditions of existence for the risk-sensitive.lter will be given when the risk-sensitive parameter is negative. (The risk-sensitive.lter always exists when the risk-sensitive parameter is positive.)
ZHAO Hongguo CUI Peng
School of Information Science and Technology, Taishan University, Taian Shandong 271021, P.R.China School of Control Science and Engineering, Shandong University, Jinan Shandong 250061, P.R.China
国际会议
The 30th Chinese Control Conference(第三十届中国控制会议)
烟台
英文
1-5
2011-07-01（万方平台首次上网日期，不代表论文的发表时间）