Information filtering for time-delay systems

详细信息    查看全文

• 作者：Hongguo Zhao ; Wei Wang
• 关键词：Information filtering ; innovation ; projection ; time ; delay system
• 刊名：International Journal of Control, Automation and Systems
• 出版年：2017
• 出版时间：February 2017
• 年：2017
• 卷：15
• 期：1
• 页码：248-257
• 全文大小：
• 刊物类别：Engineering
• 刊物主题：Control, Robotics, Mechatronics;
• 出版者：Institute of Control, Robotics and Systems and The Korean Institute of Electrical Engineers
• ISSN：2005-4092
• 卷排序：15

文摘

This paper presents the information filter, which is developed in filtered forms, for time-delay systems which include continuous-time case and discrete-time case. By introducing delay-free observation, the optimal filtering problems for time-delay systems can be converted into multiple steps prediction problems for delay-free systems. Then, the recursive forms for optimal filter are given via innovation approach in Hilbert space. Furthermore, the information filter in Riccati recursions can be derived by using the matrix inversion Lemma to optimal filtering formulas. Finally, the distributed Kalman filter for time-delay systems is designed based on information filter developed.