Title :
Integral approach to optimal filtering and control of continuous processes with time-varying delays
Author :
Basin, Mikhail ; Skliar, Mikhail
Author_Institution :
Dept. of Phys. & Math. Sci., Autonomous Univ. of Nuevo Leon, Mexico
Abstract :
This paper provides the solution of optimal filtering problems for the broad class of continuous linear systems with discrete and continuous measurements, including cases of time-varying sampling intervals and time-varying measurement delays in discrete and continuous measurements. The solution is obtained using the integral model of linear dynamic systems in the form of Ito-Volterra integrals with discontinuous measures. The developed approach is applicable to linear systems with discontinuities in states, parameters, controls, and measurements
Keywords :
delays; filtering theory; linear systems; optimal control; optimisation; time-varying filters; time-varying systems; Ito-Volterra integrals; continuous linear systems; continuous measurements; continuous processes; control discontinuities; discontinuous measures; discrete measurements; integral approach; integral model; linear dynamic systems; measurement discontinuities; optimal control; optimal filtering; parameter discontinuities; state discontinuities; time-varying delays; time-varying sampling intervals; Continuous time systems; Control systems; Delay estimation; Filtering; Linear systems; Nonlinear filters; Optimal control; Process control; Sampling methods; State estimation;
Conference_Titel :
Decision and Control, 2001. Proceedings of the 40th IEEE Conference on
Conference_Location :
Orlando, FL
Print_ISBN :
0-7803-7061-9
DOI :
10.1109/.2001.980718
