Title :
On continuous-time estimation for linear delayed-systems with correlated state and observation noises
Author_Institution :
Canadian Defence Research Establishment, Valcartier, Courcelette, P.Q., Canada
fDate :
6/1/1977 12:00:00 AM
Abstract :
The aim of this paper is to present a new continuous-time estimation algorithm for linear time-delayed systems involving correlated state and observation noises. The results are formally obtained from simple appfication of Kalman´s limiting procedure to some recent results.
Keywords :
Delay systems; Kalman filtering; Linear systems, stochastic continuous-time; State estimation; Approximation error; Colored noise; Covariance matrix; Delay estimation; Delay lines; Differential equations; Kalman filters; Parameter estimation; State estimation; Yield estimation;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1977.1101517
