This paper introduces a new filter for linear continuous-time stochastic systems with delayed measurements. The approach is inspired by an observer designed for deterministic systems. The obtained solution is suboptimal and does not use distributed integration terms with advantages in terms of computational load. The relationship between the delay bound and the variance of the estimation error is formally characterized and confirmed by a numerical example.
A New Filtering Approach for Continuous-Time Linear Systems with Delayed Measurements
Conte, Francesco;
2014-01-01
Abstract
This paper introduces a new filter for linear continuous-time stochastic systems with delayed measurements. The approach is inspired by an observer designed for deterministic systems. The obtained solution is suboptimal and does not use distributed integration terms with advantages in terms of computational load. The relationship between the delay bound and the variance of the estimation error is formally characterized and confirmed by a numerical example.
File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
