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The optimal filtering problem for continuous-time linear systems with time-varying delay is considered. The purpose is to find a Riccati equation-based solution to the linear minimum mean square error filter. The time-varying delayed observation is firstly rewritten as an equivalent observation with multiple constant delays by defining a binary variable to model the arrival process of the observation...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.