Kalman Filtering for State Delay Systems with Multiplicative Noises and Random One-step Sensor Delay

摘要：

　　The Kalman filtering problem is studied for a class of discrete state delay stochastic systems with multiplicative noises and random one-step sensor delay.A Bernoulli distributed random variable with known conditional probability is employed to characterize the phenomena of random one-step sensor delay.Based on the innovative analysis approach and recursive projection formula,a new linear optimal filter is designed such that,for the state delay,multiplicative noises and random one-step sensor delay,the estimation error is minimized.Finally,a simulation example is given to illustrate the feasibility and effectiveness of the proposed filtering scheme.

关键词： Linear optimal estimation Discrete state delay system Innovation analysis approach Random one-step sensor delay Multiplicative noises

作者: XU Long HU Jun CHEN Dongyan

作者单位: Department of Applied Mathematics,Harbin University of Science and Technology,Harbin 150080,China

会议类型: 国际会议

会议名称: The 33th Chinese Control Conference第33届中国控制会议

会议地点: 南京

会议语种:英文

页码: 5579-5584

在线出版日期: 2014-07-28（万方平台首次上网日期，不代表论文的发表时间）