2021
DOI: 10.1049/cth2.12153
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Robust state estimation for uncertain linear discrete systems with d‐step state delay

Abstract: This paper discusses the state estimation problems of an uncertain linear discrete timevarying state space model with d-step state delay. Based on the principle of minimising the expectation of estimation errors and the method of state augmentation, a robust state estimation algorithm is proposed. Specially, this estimator retains the form of Kalmanlike filter and the characteristics of fast recursive calculation. Moreover, the conditions of bounded estimation error covariance and the proof of asymptotic unbia… Show more

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Cited by 4 publications
(3 citation statements)
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“…As we can see from Figure 4, based on the ETM, the MHER and OLER2 in the state estimator operate alternately and efficiently, thus indicating that the efficiency of state estimation has been improved. To demonstrate the good performance of the proposed method (EHME method), this paper compares the EMHE method with the H ∞ Extended Kalman Filter method (HEKF method) proposed in [9] and the robust state estimation method (RBSE method) proposed in [3]. The state estimation results output by the EHME method, the HEKF method, and the RBSE method are shown in Figures 5 and 6, while the state estimation error of the three methods is presented in Figure 7.…”
Section: Simulation Examplementioning
confidence: 99%
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“…As we can see from Figure 4, based on the ETM, the MHER and OLER2 in the state estimator operate alternately and efficiently, thus indicating that the efficiency of state estimation has been improved. To demonstrate the good performance of the proposed method (EHME method), this paper compares the EMHE method with the H ∞ Extended Kalman Filter method (HEKF method) proposed in [9] and the robust state estimation method (RBSE method) proposed in [3]. The state estimation results output by the EHME method, the HEKF method, and the RBSE method are shown in Figures 5 and 6, while the state estimation error of the three methods is presented in Figure 7.…”
Section: Simulation Examplementioning
confidence: 99%
“…In recent years, state estimation theory has been extensively investigated [1][2][3]. Among the various state estimation methods, the moving horizon estimation (MHE) method continues to attract an increasing amount of attention because it can explicitly deal with constraints and limit the solutions of optimization problems to a fixed window length [4][5][6].…”
Section: Introductionmentioning
confidence: 99%
“…One is the state time delay (Tang et al, 2017) coupled with the nonlinear aerodynamic drag. The iterated extended Kalman filter (IEKF) (Moradi and Mohseni, 2022; Pinsard et al, 2018) and derivative-free cubature Kalman filter (CKF) (Basetti et al, 2022) have been proposed for Kalman filtering of nonlinear systems, and some Kalman filters have been designed for linear time-delay systems (Tsai et al, 2019; Wang et al, 2021). However, these studies only partially considered the nonlinearity or state delay of the system, and they still need to be improved to address the nonlinear dynamics of HSTs with time delays.…”
Section: Introductionmentioning
confidence: 99%