State estimation schemes for descriptor systems with multi-time delayed measurements
| Authors: | Wang Haoqian, Harbin Institute of Technology, China
Zhang Huanshui, Harbin Institute of Technology, China
Duan Guangren, Harbin Institute of Technology, China |
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| Topic: | 1.1 Modelling, Identification & Signal Processing |
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| Session: | Filtering and Estimation |
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| Keywords: | State estimation, Descriptor systems, Measurement reorganization, Multi-time delayed measurements, Discrete-time systems. |
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Abstract
This paper deals with discrete-time stochastic descriptor (singular)systems with instantaneous and multi-time delayed measurements. The estimabil-ity condition of the descriptor systems involving delayed measurements is given.Using the measurements reorganization approach, the optimal Kalman filter andcorresponding filtering error covariance are derived. Furthermore, an algorithmfor the linear unbiased minimum variance state estimation is given. A numericalexample is presented to illustrate the given algorithm.
