Optimal fixed-point smoothing for delayed descriptor systems with multiplicative noise

Author

Xiao Lu ; Xin Dong ; Haixia Wang

Author_Institution

Key Lab. for Robot & Intell. Technol. of Shandong Province, Shandong Univ. of Sci. & Technol., Qingdao, China

fYear

2015

fDate

23-25 May 2015

Firstpage

2810

Lastpage

2813

Abstract

This manuscript considers the design of an optimal FP (i.e., fixed-point) smoother for descriptor systems corrupted by delayed measurement and multiplicative noise. The observation equations and delayed measurement are both corrupted by multiplicative and additive noises. The optimal FP smoother is presented in terms of recursive mathematical equations based on standard singular value decomposition and re-organized innovation analysis.

Keywords

control system synthesis; delay systems; optimal control; smoothing methods; additive noises; delayed descriptor systems; delayed measurement; multiplicative noise; observation equations; optimal FP smoother design; optimal fixed-point smoothing; re-organized innovation analysis; recursive mathematical equations; standard singular value decomposition; Delays; Estimation; Kalman filters; Noise; Noise measurement; Smoothing methods; Technological innovation; Descriptor systems; delay; multiplicative noise; optimal FP smoother;

fLanguage

English

Publisher

ieee

Conference_Titel

Control and Decision Conference (CCDC), 2015 27th Chinese

Conference_Location

Qingdao

Print_ISBN

978-1-4799-7016-2

Type

conf

DOI

10.1109/CCDC.2015.7162406

Filename

7162406