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Optimal Filtering for Linear Discrete-Time Systems with Single Delayed Measurement  

Zhao, Hong-Guo (Department of Information Science and Technology, Taishan University)
Zhang, Huan-Shui (School of Control Science and Engineering, Shandong University)
Zhang, Cheng-Hui (School of Control Science and Engineering, Shandong University)
Song, Xin-Min (School of Control Science and Engineering, Shandong University)
Publication Information
International Journal of Control, Automation, and Systems / v.6, no.3, 2008 , pp. 378-385 More about this Journal
Abstract
This paper aims to present a polynomial approach to the steady-state optimal filtering for delayed systems. The design of the steady-state filter involves solving one polynomial equation and one spectral factorization. The key problem in this paper is the derivation of spectral factorization for systems with delayed measurement, which is more difficult than the standard systems without delays. To get the spectral factorization, we apply the reorganized innovation approach. The calculation of spectral factorization comes down to two Riccati equations with the same dimension as the original systems.
Keywords
Diophantine equation; reorganized innovation; spectral factorization; steady-state optimal filtering;
Citations & Related Records

Times Cited By Web Of Science : 4  (Related Records In Web of Science)
Times Cited By SCOPUS : 6
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