Please use this identifier to cite or link to this item:
http://hdl.handle.net/10397/217
DC Field | Value | Language |
---|---|---|
dc.contributor | Department of Computing | - |
dc.creator | Zhang, H | - |
dc.creator | Xie, L | - |
dc.creator | Zhang, DD | - |
dc.creator | Soh, YC | - |
dc.date.accessioned | 2014-12-11T08:27:10Z | - |
dc.date.available | 2014-12-11T08:27:10Z | - |
dc.identifier.issn | 0018-9286 | - |
dc.identifier.uri | http://hdl.handle.net/10397/217 | - |
dc.language.iso | en | en_US |
dc.publisher | Institute of Electrical and Electronics Engineers | en_US |
dc.rights | © 2004 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE. | en_US |
dc.rights | This material is presented to ensure timely dissemination of scholarly and technical work. Copyright and all rights therein are retained by authors or by other copyright holders. All persons copying this information are expected to adhere to the terms and constraints invoked by each author's copyright. In most cases, these works may not be reposted without the explicit permission of the copyright holder. | en_US |
dc.subject | Delayed measurement | en_US |
dc.subject | Discrete-time systems | en_US |
dc.subject | Innovation analysis | en_US |
dc.subject | Optimal filtering | en_US |
dc.subject | Riccati equations | en_US |
dc.title | A reorganized innovation approach to linear estimation | en_US |
dc.type | Journal/Magazine Article | en_US |
dc.identifier.spage | 1810 | - |
dc.identifier.epage | 1814 | - |
dc.identifier.volume | 49 | - |
dc.identifier.issue | 10 | - |
dc.identifier.doi | 10.1109/TAC.2004.835599 | - |
dcterms.abstract | This note will address a linear minimum variance estimation of discrete-time systems with instantaneous and delayed measurements. Although the problem may be approached via system augmentation and standard Kalman filtering, the computation of filter may be expensive when the dimension of the system is high and the measurement lag is significant. In this note, a new tool, termed as reorganized innovation sequence, is presented for deriving the optimal filter. The optimal filter is given by two Riccati difference equations (RDEs) with the same dimension as that of the original system. The approach is shown to induce saving of computational cost as compared to the system augmentation approach, especially when the delay is large. Further, it can be extended to solving the more complicated H[sub∞] fixed-lag smoothing in Krein space. | - |
dcterms.accessRights | open access | en_US |
dcterms.bibliographicCitation | IEEE transactions on automatic control, Oct. 2004, v. 49, no. 10, p.1810-1814 | - |
dcterms.isPartOf | IEEE transactions on automatic control | - |
dcterms.issued | 2004-10 | - |
dc.identifier.isi | WOS:000224350000026 | - |
dc.identifier.scopus | 2-s2.0-7244245880 | - |
dc.identifier.eissn | 1558-2523 | - |
dc.identifier.rosgroupid | r25100 | - |
dc.description.ros | 2004-2005 > Academic research: refereed > Publication in refereed journal | - |
dc.description.oa | Version of Record | en_US |
dc.identifier.FolderNumber | OA_IR/PIRA | en_US |
dc.description.pubStatus | Published | en_US |
Appears in Collections: | Journal/Magazine Article |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
AC_V49_10_04.pdf | 207.17 kB | Adobe PDF | View/Open |
Page views
146
Last Week
1
1
Last month
Citations as of Apr 21, 2024
Downloads
310
Citations as of Apr 21, 2024
SCOPUSTM
Citations
112
Last Week
0
0
Last month
0
0
Citations as of Apr 26, 2024
WEB OF SCIENCETM
Citations
98
Last Week
0
0
Last month
0
0
Citations as of Apr 25, 2024
Google ScholarTM
Check
Altmetric
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.