We consider the filtering problem of LTI continuous-time systems with known and bounded measurement delays. The aim of the technical note is the design of a finite-dimensional sub-optimal filter whose performance in terms of the estimation error is comparable to optimal infinite-dimensional approaches. We show that the proposed approach allows for a precise characterization of the relationship between measurement delay and the covariance of the estimation error. In the time-varying case no restrictive hypotheses on the delay function are needed. The proposed filter can therefore be applied to delay functions for which traditional infinite-dimensional approaches cannot be straightforwardly applied.
Filtering Continuous-Time Linear Systems with Time-Varying Measurement Delay
Conte, Francesco;
2015-01-01
Abstract
We consider the filtering problem of LTI continuous-time systems with known and bounded measurement delays. The aim of the technical note is the design of a finite-dimensional sub-optimal filter whose performance in terms of the estimation error is comparable to optimal infinite-dimensional approaches. We show that the proposed approach allows for a precise characterization of the relationship between measurement delay and the covariance of the estimation error. In the time-varying case no restrictive hypotheses on the delay function are needed. The proposed filter can therefore be applied to delay functions for which traditional infinite-dimensional approaches cannot be straightforwardly applied.File | Dimensione | Formato | |
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