Title :
Linear estimation for multipath time-delayed discrete systems
Author :
Lu, Xiao ; Yan, Jie ; Pu, Qiong
Author_Institution :
Key Lab. for Robot & Intell. Technol. of Shandong Province, Shandong Univ. of Sci. & Technol., Qingdao, China
Abstract :
The paper deals with the Kalman filtering problem for a linear discrete-time system with both instantaneous and time-delayed measurements, where the delayed measurements are from multipath or multi-channel. Different from the standard system, multipath delayed measurements are introduced in the state-space. Projection formulation and reorganized innovation analysis are used to deal with such a problem. The solution to the derived Kalman filter is given in terms of Riccati difference equations.
Keywords :
Kalman filters; Riccati equations; delays; difference equations; discrete time systems; state-space methods; Kalman filter; Kalman filtering problem; Riccati difference equations; linear discrete-time system; linear estimation; multipath delayed measurements; multipath time-delayed discrete systems; reorganized innovation analysis; state-space; time-delayed measurements; Delay estimation; Delay systems; Filtering; Intelligent robots; Kalman filters; Nonlinear filters; Riccati equations; State estimation; Technological innovation; Wiener filter; Delayed measurements; Kalman filtering; Multipath;
Conference_Titel :
Control and Decision Conference (CCDC), 2010 Chinese
Conference_Location :
Xuzhou
Print_ISBN :
978-1-4244-5181-4
Electronic_ISBN :
978-1-4244-5182-1
DOI :
10.1109/CCDC.2010.5498112
