Title :
On the derivation of Kwakernaak´s filtering equations via the innovations approach
Author_Institution :
Indian Institute of Technology, New Dehli, India
fDate :
10/1/1972 12:00:00 AM
Abstract :
The innovations approach is utilized to provide a new derivation of Kwakernaak´s filtering equations for systems with time delays. The derivation is made simpler by expressing the time-delay systems in the form of distributed-parameter systems.
Keywords :
Innovations methods; Linear systems, time-varying continuous-time; State estimation; Time-delay systems; Covariance matrix; Delay effects; Delay systems; Differential equations; Filtering; Filters; Least squares approximation; Mean square error methods; Parameter estimation; Technological innovation;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1972.1100097
