Estimation in linear discrete systems with multiple time delays
- 1 August 1969
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 14 (4) , 384-387
- https://doi.org/10.1109/tac.1969.1099195
Abstract
The method of orthogonal projection is used to derive the equations for optimally estimating the state of a nonstationary linear discrete system with multiple time delays. A Kalman-type filter is developed, along with the necessary recursive error and cross error covariance matrix equations. A numerical example is included.Keywords
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