Kalman filtering for delayed singular systems with multiplicative noise
| Autor: | Xiao Lu, Linglong Wang, Xianghua Wang, Haixia Wang |
|---|---|
| Rok vydání: | 2016 |
| Předmět: |
0209 industrial biotechnology
02 engineering and technology Kalman filter Linear-quadratic-Gaussian control Kalman decomposition Invariant extended Kalman filter Extended Kalman filter 020901 industrial engineering & automation Computer Science::Systems and Control Artificial Intelligence Control and Systems Engineering Control theory 0202 electrical engineering electronic engineering information engineering 020201 artificial intelligence & image processing Fast Kalman filter Ensemble Kalman filter Alpha beta filter Information Systems Mathematics |
| Zdroj: | IEEE/CAA Journal of Automatica Sinica. 3:51-58 |
| ISSN: | 2329-9274 2329-9266 |
| DOI: | 10.1109/jas.2016.7373762 |
| Popis: | Kalman filtering problem for singular systems is dealt with, where the measurements consist of instantaneous measurements and delayed ones, and the plant includes multiplicative noise. By utilizing standard singular value decomposition, the restricted equivalent delayed system is presented, and the Kalman filters for the restricted equivalent system are given by using the well-known re-organization of innovation analysis lemma. The optimal Kalman filter for the original system is given based on the above Kalman filter by recursive Riccati equations, and a numerical example is presented to show the validity and efficiency of the proposed approach, where the comparison between the filter and predictor is also given. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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