We consider the filtering problem of LTI continuous-timesystems with known and bounded measurement delays. The aim of thepaper is the design of a finite-dimensional sub-optimal filter whose performancein terms of the estimation error is comparable to optimal infinite dimensionalapproaches. We show that the proposed approach allows fora precise characterization of the relationship between measurement delayand the covariance of the estimation error. In the time-varying case norestrictive hypotheses on the delay function are needed. The proposedfilter can therefore be applied to delay functions for which traditionalinfinite-dimensional approaches cannot be straightforwardly applied.

Filtering Continuous-Time Linear Systems With Time-Varying Measurement Delay

CACACE F;
2015-01-01

Abstract

We consider the filtering problem of LTI continuous-timesystems with known and bounded measurement delays. The aim of thepaper is the design of a finite-dimensional sub-optimal filter whose performancein terms of the estimation error is comparable to optimal infinite dimensionalapproaches. We show that the proposed approach allows fora precise characterization of the relationship between measurement delayand the covariance of the estimation error. In the time-varying case norestrictive hypotheses on the delay function are needed. The proposedfilter can therefore be applied to delay functions for which traditionalinfinite-dimensional approaches cannot be straightforwardly applied.
Delay systems; Kalman filters; Estimation theory
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.12610/9733
 Attenzione

Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo

Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 13
  • ???jsp.display-item.citation.isi??? ND
social impact