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This paper investigates the fixed-point smoothing problems for linear time-delay systems. The linear systems have l + 1 output channels. One is instantaneous observation and the others are delayed. The fixed-point smoothers involving recursive algorithm and non-recursive algorithm are designed by using reorganized innovation analysis approach without relying on the system augmentation. It is further...
This paper is concerned with the linear minimum mean square error (MMSE) estimation for discrete-time systems with random delays in the observations. It is assumed that the delay process is modeled as a finite state Markov chain and only its transition probability matrix is known. To overcome the difficulty of estimation caused by random delays, the random delay system is firstly rewritten as a constant...
The fixed-lag smoothing for multiple time-delay systems with multiplicative noise is investigated. A simple smoother is derived based on the reorganized innovation approach and projection theory in Hilbert space. The estimator is presented by solving two Riccati-type equations. One example shows the effectiveness of the proposed approach.
The paper is concerned with the Kalman filtering problem for linear discrete-time network systems with delayed-missing measurements. The Kalman filter and the corresponding covariance matrix become stochastic, since the measurements are partial (or part or all of the measurements are lost). The re-organized innovation analysis approach is proposed to deal with such a problem, and the calculation of...
The uncertain linear differential algebraic systems with multiple time delays in system state and control are studied. The systems not only contain uncertainties, but also experience uncertainties in the input channels. The condition for robust stabilizable independent of delay of this kind of systems is presented by using Lyapunov methods. Using solutions of Lyapunov and Riccati equations, a linear...
This paper is concerned with the linear quadratic regulation (LQR) problem for linear continuous-time systems with distributed input delay. In this paper, we address the LQR problem by first establishing a duality between it and a smoothing problem for an associated stochastic backward system with output delay. An analytical solution to the LQR control is then derived by solving the smoothing problem...
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