Linear unbiased state estimation for random models with sensor delay

Author

Yaz, Edwin ; Ray, Asok

Author_Institution

Dept. of Electr. Eng., Arkansas Univ., Fayetteville, AR, USA

Volume

1

fYear

1996

fDate

11-13 Dec 1996

Firstpage

47

Abstract

The motivation for the work reported in this paper accrues from the necessity of finding stabilizing control laws for systems with randomly varying distributed delays. It reports the development of full and reduced order linear unbiased estimators for discrete-time stochastic parameter systems and shows how to parametrize the estimator gains to achieve a certain estimation error covariance. Both finite-time and steady-state estimators are considered. The results are potentially applicable to state-estimate feedback control schemes for such systems

Keywords

delays; discrete time systems; feedback; reduced order systems; stability; state estimation; stochastic systems; discrete-time stochastic parameter systems; estimation error covariance; finite-time estimators; linear unbiased state estimation; random models; randomly varying distributed delays; reduced-order linear unbiased estimators; sensor delay; stabilizing control laws; state-estimate feedback control schemes; steady-state estimators; Communication system control; Control system synthesis; Control systems; Data communication; Delay estimation; Feedback control; Pollution measurement; State estimation; Steady-state; White noise;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1996., Proceedings of the 35th IEEE Conference on

Conference_Location

Kobe

ISSN

0191-2216

Print_ISBN

0-7803-3590-2

Type

conf

DOI

10.1109/CDC.1996.574249

Filename

574249