Robust Filtering and Fixed-lag Smoothing for Linear Uncertain System with Single Delayed Measurement

Author

Hongguo, Zhao ; Huanshui, Zhang ; Chenghui, Zhang ; Xinmin, Song

Author_Institution

Shandong Univ., Jinan

fYear

2007

Firstpage

23

Lastpage

27

Abstract

This paper deals with the robust filtering and fixed-lag smoothing problem for linear uncertain system with single delayed measurement. The robust filter and robust smoother is derived based on the reorganized innovation analysis approach. The calculation of the robust estimator involves in solving two Riccati difference equations of the same dimension as that of the original system and one Lyapunov equation.

Keywords

Lyapunov methods; Riccati equations; difference equations; estimation theory; linear systems; robust control; smoothing methods; uncertain systems; Lyapunov equation; Riccati difference equation; fixed-lag smoothing; linear uncertain system; robust estimation; robust filtering; robust smoother; single delayed measurement; Delay systems; Difference equations; Filtering; Nonlinear filters; Riccati equations; Robust control; Robustness; Smoothing methods; Technological innovation; Uncertain systems; Projection; Reorganized Innovation; Riccati Difference Equation;

fLanguage

English

Publisher

ieee

Conference_Titel

Control Conference, 2007. CCC 2007. Chinese

Conference_Location

Hunan

Print_ISBN

978-7-81124-055-9

Electronic_ISBN

978-7-900719-22-5

Type

conf

DOI

10.1109/CHICC.2006.4346844

Filename

4346844