标题:Risk-Sensitive Filter for Linear Discrete-Time Systems with Multiple Time-Delay Measurements
作者:Zhao Hongguo; Cui Peng
通讯作者:Zhao, HG
作者机构:[Zhao Hongguo] Taishan Univ, Sch Informat Sci & Technol, Tai An 271021, Shandong, Peoples R China.; [Cui Peng] Shandong Univ, Sch Control Sci & Engn 更多
会议名称:30th Chinese Control Conference
会议日期:JUL 22-24, 2011
来源:2011 30TH CHINESE CONTROL CONFERENCE (CCC)
出版年:2011
页码:57-61
关键词:Risk-sensitive filtering; Time-delay; Innovation analysis
摘要:The risk-sensitive filtering problem is considered for linear discrete-time systems with time-delay measurement processes which are described by l + 1 channels. The problem can be converted into an optimization problem with quadratic form. By introducing an auxiliary state-space model, we can use indefinite space approach to solve the optimization problem and design risk-sensitive filter with the help of the innovation analysis. Furthermore, the necessary and sufficient conditions of existence for the risk-sensitive filter will be given when the risk-sensitive parameter is negative. (The risk-sensitive filter always exists when the risk-sensitive parameter is positive.)
收录类别:CPCI-S
WOS核心被引频次:1
资源类型:会议论文
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