Article ID Journal Published Year Pages File Type
5472927 Aerospace Science and Technology 2017 9 Pages PDF
Abstract
This paper considers the limited memory optimal filter for discrete-time systems with measurement delay. Firstly, we deal with the measurement delay using the reorganized innovation analysis approach. According to the projection theory, an optimal linear filter is provided in the linear minimum mean square error (LMMSE) sense. With the increase of time, the size of LMMSE filter problem will grow. Then, in order to avoid this problem, we explore a limited memory optimal filter calculated by applying the recent N measurements. Finally, we give a numerical example to show that the limited memory optimal filter is effective.
Related Topics
Physical Sciences and Engineering Engineering Aerospace Engineering
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