Title :
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
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;
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
DOI :
10.1109/CHICC.2006.4346844
