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Alternative optimal filter for linear state delay systems
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DOI：10.1002/acs.904.png)
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In this paper, the optimal filtering problem for linear systems with state delay over linear observations is treated using the optimal estimate of the state transition matrix. As a result, the alternative optimal filter is derived in the form similar to the traditional Kalman-Bucy one, i.e. consists of only two equations, for the optimal estimate and the estimation error variance. This presents a significant advantage in comparison to the previously obtained optimal filter (IEEE Trans. Autom. Control 2005; 50:684-690), which includes a variable number of covariance equations, unboundedly growing as the filtering horizon tends to infinity. Performances of the two optimal filters are compared in example; the obtained results are discussed. Copyright (c) 2006 John Wiley & Sons, Ltd.
Keyword:
filtering
time-delay state
stochastic system
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