Curtin University Homepage
  • Library
  • Help
    • Admin

    espace - Curtin’s institutional repository

    JavaScript is disabled for your browser. Some features of this site may not work without it.
    View Item 
    • espace Home
    • espace
    • Curtin Research Publications
    • View Item
    • espace Home
    • espace
    • Curtin Research Publications
    • View Item

    Receding horizon filtering for discrete-time linear systems with state and observation delays

    Access Status
    Fulltext not available
    Authors
    Song, I.
    Kim, Du Yong
    Shin, V.
    Jeon, M.
    Date
    2012
    Type
    Journal Article
    
    Metadata
    Show full item record
    Citation
    Song, I. and Kim, D.Y. and Shin, V. and Jeon, M. 2012. Receding horizon filtering for discrete-time linear systems with state and observation delays. IET Radar, Sonar and Navigation. 6 (4): pp. 263-271.
    Source Title
    IET Radar, Sonar and Navigation
    DOI
    10.1049/iet-rsn.2011.0094
    ISSN
    1751-8784
    School
    Department of Electrical and Computer Engineering
    URI
    http://hdl.handle.net/20.500.11937/56028
    Collection
    • Curtin Research Publications
    Abstract

    In this study, the authors consider the receding horizon filtering problem for discrete-time linear systems with state and observation time delays. Novel filtering algorithm is proposed based on the receding horizon strategy in order to achieve high estimation accuracy and stability under parametric uncertainties. New receding horizon filter uses a set of recent observations with appropriately chosen initial horizon conditions. The key contribution is the derivation of Lyapunov-like equations for receding horizon mean and covariance of system state with an arbitrary number of time delays. The authors demonstrate how the proposed algorithm robust against dynamic model uncertainties comparing with Kalman and Lainiotis filters with time delays. Superior performance of the proposed filter is illustrated through two numerical examples when the system modelling uncertainties appear. © 2012 The Institution of Engineering and Technology.

    Related items

    Showing items related by title, author, creator and subject.

    • Stability and control of switched systems with impulsive effects
      Xu, Honglei (2009)
      Switched systems belong to a special class of hybrid systems, which consist of a collection of subsystems described by continuous dynamics together with a switching rule that specifies the switching between the subsystems. ...
    • Computational methods for solving optimal industrial process control problems
      Chai, Qinqin (2013)
      In this thesis, we develop new computational methods for three classes of dynamic optimization problems: (i) A parameter identification problem for a general nonlinear time-delay system; (ii) an optimal control problem ...
    • Predictive control of convex polyhedron LPV systems with Markov jumping parameters
      Yin, YanYan; Liu, F.; Shi, P.; Karimi, H. (2012)
      The problem of receding horizon predictive control of stochastic linear parameter varying systems is discussed. First, constant coefficient matrices are obtained at each vertex in the interior of linear parameter varying ...
    Advanced search

    Browse

    Communities & CollectionsIssue DateAuthorTitleSubjectDocument TypeThis CollectionIssue DateAuthorTitleSubjectDocument Type

    My Account

    Admin

    Statistics

    Most Popular ItemsStatistics by CountryMost Popular Authors

    Follow Curtin

    • 
    • 
    • 
    • 
    • 

    CRICOS Provider Code: 00301JABN: 99 143 842 569TEQSA: PRV12158

    Copyright | Disclaimer | Privacy statement | Accessibility

    Curtin would like to pay respect to the Aboriginal and Torres Strait Islander members of our community by acknowledging the traditional owners of the land on which the Perth campus is located, the Whadjuk people of the Nyungar Nation; and on our Kalgoorlie campus, the Wongutha people of the North-Eastern Goldfields.