WSEAS Transactions on Systems
Print ISSN: 1109-2777, E-ISSN: 2224-2678
Volume 11, 2012
Kalman Filter Design for Time Delay Systems
Author:
Abstract: In this paper, an observer design is proposed for linear time delay systems. An easy way to compute least square estimation error of an observer for time delay systems is derived, where the time delay terms exist in the state and output of the system. Based on the least square estimation error an optimization algorithm to compute a Kalman filter for time delay systems is proposed. By employing the finite characterization of a Lyapunov functional equation, the existence of sufficient conditions for obtaining the right solution and guaranteeing the proper convergence rate of the estimation error has been evaluated. It will be shown that this finite characterization can be calculated by means of a matrix exponential function. The desirable performance of the proposed observer has been demonstrated through the simulation of several numerical examples.