Robustness Properties of Kalman Filters for Systems with Delays in State and Output

상태 및 출력에 시간지연이 존재하는 시스템을 위한 칼만필터의 강인성 분석

This paper presents robustness properties of Kalman filters for linear time-invariant systems with delays in both the state and the output. The circle condition concerning the return difference matrix is derived. From the circle condition, it can be seen that the Kalman filter guarantees such nondivergence margins as (1/2,$\infty$) gain margin and $\pm$60$^{\circ}$phase margin, which are the same as those for ordinary systems. The results in this paper might be expected to make theoretical background on extending the LQG/LTR method to systems with delay in the output.