Linear unbiased state estimation with random one-step sensor delay

作者：Wen Chenglin; Liu Rongli; Chen Tongwen^*

来源：Circuits, Systems, and Signal Processing, 2007, 26(4): 573-590.

DOI：10.1007/s00034-007-4008-6

• filter design
• state estimation
• random time delay
• uncertain observation

Sensor delay and observation uncertainty often occur in modem computerbased systems, e.g., when the measurement is transmitted to a remote controller through a network medium. In this paper, we revisit the Kalman filter design problem for a stochastic dynamic system with random one-step sensor delay, and derive the optimal unbiased state estimation algorithm. Both full- and reduced-order filters are studied, and the results compare favorably with those of the existing algorithms in examples via simulation.

• 出版日期2007-8
• 单位杭州电子科技大学