Robust state estimation for uncertain linear discrete systems with d‐step state delay

Autor:	Jing Wang, Yao Mao, Ziqiang Li, Junwei Gao, Huabo Liu
Jazyk:	angličtina
Rok vydání:	2021
Předmět:	Filtering methods in signal processing Simulation modelling and identification Other topics in statistics Algebra Linear control systems Control engineering systems. Automatic machinery (General) TJ212-225
Zdroj:	IET Control Theory & Applications, Vol 15, Iss 13, Pp 1708-1723 (2021)
Druh dokumentu:	article
ISSN:	1751-8652 1751-8644
DOI:	10.1049/cth2.12153
Popis:	Abstract This paper discusses the state estimation problems of an uncertain linear discrete time‐varying state space model with d‐step state delay. Based on the principle of minimising the expectation of estimation errors and the method of state augmentation, a robust state estimation algorithm is proposed. Specially, this estimator retains the form of Kalman‐like filter and the characteristics of fast recursive calculation. Moreover, the conditions of bounded estimation error covariance and the proof of asymptotic unbiasedness of the filter are given. Finally, numerical examples are used to verify the effectiveness and the wide applicability of this estimator.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/9a531a1b310747d0beb2e3fa2a1b7334 Zobrazit plný text záznamu Plný text View record in DOAJ