自动化学报
自動化學報
자동화학보
ACTA AUTOMATICA SINICA
2008年
2期
202-207
,共6页
赵洪国%张焕水%张承慧
趙洪國%張煥水%張承慧
조홍국%장환수%장승혜
Innovation%projection%optimal robust estimation%Riccati difference equation
This paper deals with the optimal robust estimation problem for linear uncertain systems with single delayed measurement. The optimal robust estimator is derived based on the reorganized innovation analysis approach. The calculation of the optimal robust estimator involves solving two Riccati difference equations of the same dimensions as that of the original systems and one Lyapunov equation. A numerical example is given to show the effectiveness of the proposed approach.
