Title :
Optimal fixed-point smoothing for delayed descriptor systems with multiplicative noise
Author :
Xiao Lu ; Xin Dong ; Haixia Wang
Author_Institution :
Key Lab. for Robot & Intell. Technol. of Shandong Province, Shandong Univ. of Sci. & Technol., Qingdao, China
Abstract :
This manuscript considers the design of an optimal FP (i.e., fixed-point) smoother for descriptor systems corrupted by delayed measurement and multiplicative noise. The observation equations and delayed measurement are both corrupted by multiplicative and additive noises. The optimal FP smoother is presented in terms of recursive mathematical equations based on standard singular value decomposition and re-organized innovation analysis.
Keywords :
control system synthesis; delay systems; optimal control; smoothing methods; additive noises; delayed descriptor systems; delayed measurement; multiplicative noise; observation equations; optimal FP smoother design; optimal fixed-point smoothing; re-organized innovation analysis; recursive mathematical equations; standard singular value decomposition; Delays; Estimation; Kalman filters; Noise; Noise measurement; Smoothing methods; Technological innovation; Descriptor systems; delay; multiplicative noise; optimal FP smoother;
Conference_Titel :
Control and Decision Conference (CCDC), 2015 27th Chinese
Conference_Location :
Qingdao
Print_ISBN :
978-1-4799-7016-2
DOI :
10.1109/CCDC.2015.7162406
