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EnglishWe consider the filtering problem of LTI continuous- time systems with known and bounded measurement delays. The aim of the technical note is the design of a finite-dimensional sub-optimal filter whose performance in terms of the estimation error is comparable to optimal infinite-dimensional approaches. We show that the proposed approach allows for a precise char- acterization of the relationship between measurement delay and the covariance of the estimation error. In the time-varying case no restrictive hypotheses on the delay function are needed. The pro- posed filter can therefore be applied to delay functions for which traditional infinite-dimensional approaches cannot be straightfor- wardly applied.
| Titolo: | Filtering Continuous-Time Linear Systems With Time-Varying Measurement Delay |
| Autori: | |
| Data di pubblicazione: | 2015 |
| Rivista: | |
| Abstract: | We consider the filtering problem of LTI continuous- time systems with known and bounded measurement delays. The aim of the technical note is the design of a finite-dimensional sub-optimal filter whose performance in terms of the estimation error is comparable to optimal infinite-dimensional approaches. We show that the proposed approach allows for a precise char- acterization of the relationship between measurement delay and the covariance of the estimation error. In the time-varying case no restrictive hypotheses on the delay function are needed. The pro- posed filter can therefore be applied to delay functions for which traditional infinite-dimensional approaches cannot be straightfor- wardly applied. |
| Handle: | http://hdl.handle.net/11697/14179 |
| Appare nelle tipologie: | 1.1 Articolo in rivista |
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