Optimal Filtering for Systems with Multiple Random Measurement Delays
نویسنده
چکیده
This paper is concerned with the optimal filtering problem for discrete-time stochastic linear system with multiple random measurement delays. Without the state augmentation, the system is transferred to an equivalent system without measurement delays and with random MV (moving average) colored measurement noise. An unbiased optimal filter is developed in the least mean square sense. Its solution depends on the recursion of a Riccati equation and a Lyapunov equation. A simulation shows the effectiveness of the proposed algorithm.
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تاریخ انتشار 2008