STATE ESTIMATE SCHEMES FOR DESCRIPTOR SYSTEMS WITH MULTI-TIME DELAYED MEASUREMENTS

This paper deals with discrete-time stochastic descriptor (singular) systems with instantaneous and multi-time delayed measurements. The estimability condition of the descriptor systems involving delayed measurements is given. Using the measurements reorganization approach, the optimal Kalman filter and corresponding estimate error covariance are derived. Furthermore, an algorithm for the linear unbiased minimum variance state estimation is given. A numerical example is presented to illustrate the given algorithm.