Title :
On filtering problems over observations with delays
Author :
Basin, Michael V. ; Llanes, Mario A Villanueva ; Guzman, Irma R Valadez
Author_Institution :
Dept. of Electr. & Mech. Eng., Autonomous Univ. of Nuevo Leon, Mexico
Abstract :
Optimal filtering equations over observations with delays are obtained for an Ito-Volterra process, proceeding from discontinuous observations of the Ito-Volterra type. It is shown that the designed filter can be significantly simplified for a dynamic system state governed by a differential equation. The filtering problems are considered over observations with single time delay, multiple delays, and a set of delays of the continuum power
Keywords :
Kalman filters; Volterra equations; delays; filtering theory; observers; probability; Ito-Volterra process; continuum power; discontinuous observations; dynamic system state; observations; optimal filtering equations; Closed-form solution; Delay effects; Delay estimation; Differential equations; Filtering; Kalman filters; Mechanical engineering; Process design; Random processes; State estimation;
Conference_Titel :
Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
Conference_Location :
Phoenix, AZ
Print_ISBN :
0-7803-5250-5
DOI :
10.1109/CDC.1999.833263
