A New Kalman Filter Based State Estimation Method for Multi-input Multi-output Unit Time-delay Systems

摘要

A new state estimation method for unit time-delay systems will be presented in this paper. Kalman filter will be considered to estimate the states of a linear system with unit time-delay. First, an augmented state vector is defined which consists of the main state vector and the state vector with a unit time-delay. The states of the augmented system will be estimated using Kalman filter algorithm. From the augmented state vector, the main state vector can be obtained. Finally, an example is provided to test the performance of the proposed method.