DocumentCode
805966
Title
Estimation in linear delayed discrete-time systems with correlated state and measurement noises
Author
Rao, B. V Raja ; Mahalanabis, A.K.
Author_Institution
Indian Institute of Technology, New Delhi, India
Volume
16
Issue
3
fYear
1971
fDate
6/1/1971 12:00:00 AM
Firstpage
267
Lastpage
267
Abstract
Equations are derived here for the state estimate and the error covariance of a linear system with time delay under the assumption that the noise sequences entering the state and observation equations are correlated. The case of a single-process time delay is considered for convenience and the estimation criterion is taken to be the minimization of the error variance.
Keywords
Linear systems, time-varying discrete-time; State estimation; Time-delay systems; Covariance matrix; Delay effects; Delay estimation; Delay lines; Delay systems; Equations; Estimation error; Gaussian noise; Noise measurement; State estimation;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1971.1099714
Filename
1099714
Link To Document