Integral approach to optimal filtering and control of continuous processes with time-varying delays

Author

Basin, Mikhail ; Skliar, Mikhail

Author_Institution

Dept. of Phys. & Math. Sci., Autonomous Univ. of Nuevo Leon, Mexico

Volume

3

fYear

2001

fDate

2001

Firstpage

2911

Abstract

This paper provides the solution of optimal filtering problems for the broad class of continuous linear systems with discrete and continuous measurements, including cases of time-varying sampling intervals and time-varying measurement delays in discrete and continuous measurements. The solution is obtained using the integral model of linear dynamic systems in the form of Ito-Volterra integrals with discontinuous measures. The developed approach is applicable to linear systems with discontinuities in states, parameters, controls, and measurements

Keywords

delays; filtering theory; linear systems; optimal control; optimisation; time-varying filters; time-varying systems; Ito-Volterra integrals; continuous linear systems; continuous measurements; continuous processes; control discontinuities; discontinuous measures; discrete measurements; integral approach; integral model; linear dynamic systems; measurement discontinuities; optimal control; optimal filtering; parameter discontinuities; state discontinuities; time-varying delays; time-varying sampling intervals; Continuous time systems; Control systems; Delay estimation; Filtering; Linear systems; Nonlinear filters; Optimal control; Process control; Sampling methods; State estimation;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 2001. Proceedings of the 40th IEEE Conference on

Conference_Location

Orlando, FL

Print_ISBN

0-7803-7061-9

Type

conf

DOI

10.1109/.2001.980718

Filename

980718