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首页> 外文期刊>IEEE Transactions on Automatic Control >/spl Hscr//sub /spl infin// filtering for continuous-time linear systems with delay
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/spl Hscr//sub /spl infin// filtering for continuous-time linear systems with delay

机译:/ spl Hscr // sub / spl infin //用于延迟的连续时间线性系统的滤波

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摘要

The problem of /spl Hscr//sub /spl infin// filtering for continuous-time linear systems with time-delayed measurement is investigated. The authors develop a methodology for designing linear filters which ensure a prescribed bound on the /spl Lscr//sub 2/-induced gain from the noise signals to the estimation error. Filtering problems for time varying systems over a finite-horizon, as well as stationary infinite-horizon filtering for time-invariant systems, are tackled. In the finite-horizon case, our estimation procedure entails an overdesign that stems from the last d seconds of the time interval [0,T], where d is the delay length. This overdesign becomes smaller as T increases, and it vanishes in the infinite-horizon case.
机译:研究了具有时滞测量的连续时间线性系统的/ spl Hscr // sub / spl infin //滤波问题。作者开发了一种用于设计线性滤波器的方法,该方法可确保从噪声信号到估计误差的/ spl Lscr // sub 2 /引起的增益具有规定的界限。解决了时域有限时变系统的滤波问题,以及时不变系统的平稳时域无限滤波。在有限水平的情况下,我们的估计过程需要过度设计,该过度设计源于时间间隔[0,T]的最后d秒,其中d是延迟长度。随着T的增加,这种过度设计变得更小,并且在无限水平的情况下消失。

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