Title :
An Optimal State Estimator for Linear Systems with Retarded Measurements
Author :
Parr, John M. ; Phillips, Charles L.
Author_Institution :
University of Evansville, Evansville, IN 47722
Abstract :
A modified Kalman filter algorithm, which provides optimal estimates of system states for systems in which some or all measurements are retarded (delayed), is presented. The measurement retardations which are permitted for processing in the new algorithm are not restricted to integer multiples of the filter sampling period.
Keywords :
Covariance matrix; Delay effects; Delay estimation; Estimation error; Integral equations; Linear systems; Mathematical model; Nonlinear filters; State estimation; Time measurement;
Conference_Titel :
American Control Conference, 1989
Conference_Location :
Pittsburgh, PA, USA
