Abstract
In this chapter, we shall study the optimal estimation problems for continuous-time systems with measurement delays under both the minimum variance and H∞ performance criteria. We also investigate a related H∞ fixed-lag smoothing problem. The key technique that will be applied in this chapter is the reorganized innovation analysis approach in both Hilbert spaces and Krein spaces.
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© 2007 Springer-Verlag Berlin Heidelberg
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(2007). Linear Estimation for Continuous-Time Systems with Measurement Delays. In: Control and Estimation of Systems with Input/Output Delays. Lecture Notes in Control and Information Sciences, vol 355. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-71119-3_6
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DOI: https://doi.org/10.1007/978-3-540-71119-3_6
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-71118-6
Online ISBN: 978-3-540-71119-3
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