Optimal filtering for stochastic descriptor systems with delayed measurements

Haoqian Wang; Huanshui Zhang; Guangren Duan; Qionghai Dai; Xiaodong Liu

doi:10.1109/WCICA.2006.1712656

Optimal filtering for stochastic descriptor systems with delayed measurements

Haoqian Wang^*
, Huanshui Zhang
, Guangren Duan
, Qionghai Dai
, Xiaodong Liu

^*Corresponding author for this work

School of Astronautics

Tsinghua University
Harbin Institute of Technology Shenzhen

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

2 Scopus citations

Abstract

This note deals with discrete-time stochastic descriptor systems with both instantaneous and delayed measurements. The condition of the estimability for such system is given. By introducing the reorganized measurement sequence, the optimal Kalman filter and corresponding filtering error co-variance matrix are derived. The optimal filter is calculated without resorting to state augmentation which lessons the computation demand greatly. A numerical example is presented to illustrate the given algorithm.

Original language	English
Title of host publication	Proceedings of the World Congress on Intelligent Control and Automation (WCICA)
Pages	1763-1767
Number of pages	5
DOIs	https://doi.org/10.1109/WCICA.2006.1712656
State	Published - 2006
Event	6th World Congress on Intelligent Control and Automation, WCICA 2006 - Dalian, China Duration: 21 Jun 2006 → 23 Jun 2006

Publication series

Name	Proceedings of the World Congress on Intelligent Control and Automation (WCICA)
Volume	1

Conference

Conference	6th World Congress on Intelligent Control and Automation, WCICA 2006
Country/Territory	China
City	Dalian
Period	21/06/06 → 23/06/06

Keywords

Delayed measurement
Descriptor systems
Discrete-time systems
Measurements re-organization
State estimation

Access to Document

10.1109/WCICA.2006.1712656

Cite this

Wang, H., Zhang, H., Duan, G., Dai, Q., & Liu, X. (2006). Optimal filtering for stochastic descriptor systems with delayed measurements. In Proceedings of the World Congress on Intelligent Control and Automation (WCICA) (pp. 1763-1767). Article 1712656 (Proceedings of the World Congress on Intelligent Control and Automation (WCICA); Vol. 1). https://doi.org/10.1109/WCICA.2006.1712656

@inproceedings{c9d04278c0a74320af71d09e1b30a81e,

title = "Optimal filtering for stochastic descriptor systems with delayed measurements",

abstract = "This note deals with discrete-time stochastic descriptor systems with both instantaneous and delayed measurements. The condition of the estimability for such system is given. By introducing the reorganized measurement sequence, the optimal Kalman filter and corresponding filtering error co-variance matrix are derived. The optimal filter is calculated without resorting to state augmentation which lessons the computation demand greatly. A numerical example is presented to illustrate the given algorithm.",

keywords = "Delayed measurement, Descriptor systems, Discrete-time systems, Measurements re-organization, State estimation",

author = "Haoqian Wang and Huanshui Zhang and Guangren Duan and Qionghai Dai and Xiaodong Liu",

year = "2006",

doi = "10.1109/WCICA.2006.1712656",

language = "英语",

isbn = "1424403324",

series = "Proceedings of the World Congress on Intelligent Control and Automation (WCICA)",

pages = "1763--1767",

booktitle = "Proceedings of the World Congress on Intelligent Control and Automation (WCICA)",

note = "6th World Congress on Intelligent Control and Automation, WCICA 2006 ; Conference date: 21-06-2006 Through 23-06-2006",

}

Wang, H, Zhang, H, Duan, G, Dai, Q & Liu, X 2006, Optimal filtering for stochastic descriptor systems with delayed measurements. in Proceedings of the World Congress on Intelligent Control and Automation (WCICA)., 1712656, Proceedings of the World Congress on Intelligent Control and Automation (WCICA), vol. 1, pp. 1763-1767, 6th World Congress on Intelligent Control and Automation, WCICA 2006, Dalian, China, 21/06/06. https://doi.org/10.1109/WCICA.2006.1712656

Optimal filtering for stochastic descriptor systems with delayed measurements. / Wang, Haoqian; Zhang, Huanshui; Duan, Guangren et al.
Proceedings of the World Congress on Intelligent Control and Automation (WCICA). 2006. p. 1763-1767 1712656 (Proceedings of the World Congress on Intelligent Control and Automation (WCICA); Vol. 1).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

TY - GEN

T1 - Optimal filtering for stochastic descriptor systems with delayed measurements

AU - Wang, Haoqian

AU - Zhang, Huanshui

AU - Duan, Guangren

AU - Dai, Qionghai

AU - Liu, Xiaodong

PY - 2006

Y1 - 2006

N2 - This note deals with discrete-time stochastic descriptor systems with both instantaneous and delayed measurements. The condition of the estimability for such system is given. By introducing the reorganized measurement sequence, the optimal Kalman filter and corresponding filtering error co-variance matrix are derived. The optimal filter is calculated without resorting to state augmentation which lessons the computation demand greatly. A numerical example is presented to illustrate the given algorithm.

AB - This note deals with discrete-time stochastic descriptor systems with both instantaneous and delayed measurements. The condition of the estimability for such system is given. By introducing the reorganized measurement sequence, the optimal Kalman filter and corresponding filtering error co-variance matrix are derived. The optimal filter is calculated without resorting to state augmentation which lessons the computation demand greatly. A numerical example is presented to illustrate the given algorithm.

KW - Delayed measurement

KW - Descriptor systems

KW - Discrete-time systems

KW - Measurements re-organization

KW - State estimation

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DO - 10.1109/WCICA.2006.1712656

M3 - 会议稿件

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SN - 1424403324

SN - 9781424403325

T3 - Proceedings of the World Congress on Intelligent Control and Automation (WCICA)

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EP - 1767

BT - Proceedings of the World Congress on Intelligent Control and Automation (WCICA)

T2 - 6th World Congress on Intelligent Control and Automation, WCICA 2006

Y2 - 21 June 2006 through 23 June 2006

ER -

Optimal filtering for stochastic descriptor systems with delayed measurements

Abstract

Publication series

Conference

Keywords

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