This paper introduces a new filter for linear continuous-time stochastic systems with delayed measurements. The approach is inspired by an observer designed for deterministic systems. The obtained solution is suboptimal and does not use distributed integration terms with advantages in terms of computational load. The relationship between the delay bound and the variance of the estimation error is formally characterized and confirmed by a numerical example
This paper presents a new algorithm to estimate the parameters and the time delay of continuous-time...
This paper considers the state estimation of linear discrete-time systems with uncertain-delayed obs...
The core of this paper deals with the construction of input-decoupled observers which seek asymptoti...
We consider the filtering problem of LTI continuous-time systems with known and bounded measurement ...
In this paper we consider the estimation problem for linear stochastic systems affected by multiple ...
This paper focuses on the problem of Kalman filtering for Itô stochastic continuous-time systems wit...
This technical note focuses on optimal filtering for Itô stochastic continuous-time systems with mul...
This paper presents the joint state filtering and parameter estimation problem for linear stochastic...
This paper presents the joint state filtering and parameter estimation problem for linear stochastic...
This paper is a postprint of a paper submitted to and accepted for publication in IET Control Theory...
International audienceThis chapter focuses on the observer design for a class of Lipschitz discrete-...
This thesis was submitted for the award of Doctor of Philosophy and was awarded by Brunel University...
International audienceThis paper presents a state observer for linear systems and Lipschitz nonlinea...
Abstract: The paper considers: 1) the determination problem of optimal filtering and interpolation e...
The optimal least-squares linear estimation problem is addressed for a class of discrete-time multis...
This paper presents a new algorithm to estimate the parameters and the time delay of continuous-time...
This paper considers the state estimation of linear discrete-time systems with uncertain-delayed obs...
The core of this paper deals with the construction of input-decoupled observers which seek asymptoti...
We consider the filtering problem of LTI continuous-time systems with known and bounded measurement ...
In this paper we consider the estimation problem for linear stochastic systems affected by multiple ...
This paper focuses on the problem of Kalman filtering for Itô stochastic continuous-time systems wit...
This technical note focuses on optimal filtering for Itô stochastic continuous-time systems with mul...
This paper presents the joint state filtering and parameter estimation problem for linear stochastic...
This paper presents the joint state filtering and parameter estimation problem for linear stochastic...
This paper is a postprint of a paper submitted to and accepted for publication in IET Control Theory...
International audienceThis chapter focuses on the observer design for a class of Lipschitz discrete-...
This thesis was submitted for the award of Doctor of Philosophy and was awarded by Brunel University...
International audienceThis paper presents a state observer for linear systems and Lipschitz nonlinea...
Abstract: The paper considers: 1) the determination problem of optimal filtering and interpolation e...
The optimal least-squares linear estimation problem is addressed for a class of discrete-time multis...
This paper presents a new algorithm to estimate the parameters and the time delay of continuous-time...
This paper considers the state estimation of linear discrete-time systems with uncertain-delayed obs...
The core of this paper deals with the construction of input-decoupled observers which seek asymptoti...