Title :
Least-squares state estimation in time-delay systems with colored observation noise: An innovations approach
Author :
Mishra, J. ; Rajamani, V.S.
Author_Institution :
Indian Institute of Technology, New Delhi, India
fDate :
2/1/1975 12:00:00 AM
Abstract :
the method of innovations approach has been applied to develop an algorithm for the least-squares state estimation of a non-stationary linear discrete system with multiple time-delays, based on observations involving multiple time-delays and colored noise.
Keywords :
Delay systems; Innovations methods; Least-squares estimation; Linear systems, stochastic discrete-time; State estimation; Colored noise; Difference equations; Filtering; Gaussian noise; Maximum likelihood detection; Nonlinear filters; Smoothing methods; State estimation; Stochastic processes; Technological innovation;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1975.1100858
