Title :
Optimal smoothing for continuous-time systems with multiple time delays
Author :
Biswas, K.K. ; Mahalanabis, A.K.
Author_Institution :
Indian Institute of Technology, New Delhi, India
fDate :
8/1/1972 12:00:00 AM
Abstract :
Equations for the smoothed state estimate and for the error covariances of a continuous-time system with multiple time delays, based on observations involving time delays, are derived through a combination of discretization, state augmentation, and subsequent dediscretization procedures.
Keywords :
Linear systems, time-varying continuous-time; Smoothing methods; State estimation; Time-delay systems; Approximation algorithms; Automatic control; Delay effects; Equations; Filtering; Linear approximation; Linear systems; Sampling methods; Smoothing methods; Stochastic systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1972.1100068
