STATE ESTIMATION FOR SYSTEMS HAVING RANDOM MEASUREMENT DELAYS USING ERRORS IN VARIABLES

Abstract We address the problem of state estimation in linear time invariant systems when the measurements are subject to unknown random delays. In cases where the measurements are “time stamped” the delays can be computed on-line. In such cases, the estimation problem reduces to a standard Kalman Filtering problem. Here we will study the more challenging case when the measurements are not time stamped. We show that the latter case can be formulated as an errors in variables problem.

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