Title :
Smoother design for linear uncertain time-delay systems
Author :
Zhang Mei ; Zhao Hong-Guo ; Cui Peng
Author_Institution :
Sch. of Inf. & Electr. Eng., Shandong Jianzhu Univ., Jinan, China
Abstract :
The fixed-lag smoothing for multiple time-delay systems with multiplicative noise is investigated. A simple smoother is derived based on the reorganized innovation approach and projection theory in Hilbert space. The estimator is presented by solving two Riccati-type equations. One example shows the effectiveness of the proposed approach.
Keywords :
Hilbert spaces; Riccati equations; delays; linear systems; smoothing methods; uncertain systems; Hilbert space; Riccati-type equations; estimator; fixed-lag smoothing; linear uncertain time delay systems; multiple time delay systems; multiplicative noise; projection theory; reorganized innovation; simple smoother design; Control systems; Delay effects; Delay systems; Filtering; Hilbert space; Kalman filters; Noise measurement; Riccati equations; Smoothing methods; Technological innovation; fictitious noise; fixed-lag smoothing; multiple time-delay; projection; reorganized innovation;
Conference_Titel :
Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-3871-6
Electronic_ISBN :
0191-2216
DOI :
10.1109/CDC.2009.5400131
