International Journal of Control, Automation, and Systems

Institute of Control, Robotics and Systems (제어로봇시스템학회)
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Optimal Filtering for Linear Discrete-Time Systems with Single Delayed Measurement

  • Zhao, Hong-Guo (Department of Information Science and Technology, Taishan University) ;
  • Zhang, Huan-Shui (School of Control Science and Engineering, Shandong University) ;
  • Zhang, Cheng-Hui (School of Control Science and Engineering, Shandong University) ;
  • Song, Xin-Min (School of Control Science and Engineering, Shandong University)
  • Published : 2008.06.30
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Abstract

This paper aims to present a polynomial approach to the steady-state optimal filtering for delayed systems. The design of the steady-state filter involves solving one polynomial equation and one spectral factorization. The key problem in this paper is the derivation of spectral factorization for systems with delayed measurement, which is more difficult than the standard systems without delays. To get the spectral factorization, we apply the reorganized innovation approach. The calculation of spectral factorization comes down to two Riccati equations with the same dimension as the original systems.

Keywords

References

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