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Receding horizon filtering for discrete-time linear systems with state and observation delays

โœ Scribed by Song, I.Y.; Kim, D.Y.; Shin, V.; Jeon, M.

Book ID
114444960
Publisher
The Institution of Engineering and Technology
Year
2012
Tongue
English
Weight
369 KB
Volume
6
Category
Article
ISSN
1751-8784

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## Abstract In this paper, the optimal filtering problem for linear systems with state and observation delays is treated proceeding from the general expression for the stochastic Ito differential of the optimal estimate, error variance, and various error covariances. As a result, the optimal estima