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IMA Journal of Mathematical Control and Information 1986 3(4):299-310; doi:10.1093/imamci/3.4.299
© 1986 by Institute of Mathematics and its Applications
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State Estimation when Some Measurements are Delayed{dagger}

A. P. ROBERTS

Department of Engineering Mathematics, The Queen's University of Belfast

In some industrial processes, certain measurements may be made where and when the control occurs but others are taken further downstream and consequently are subject to a time delay. Three different continuous-time methods are presented for state estimation under such circumstances. The first uses a Kalman filter with the time-delay error represented by coloured noise, the second uses two Kalman filters and a predictor, and the third uses a Kalman filter after modelling the time-delay transfer function with a first-order Padeé approximant.

{dagger}This paper was presented at the IMA Symposium on Control Theory, Somerville College, Oxford. September 1986.


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