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• W2068828056 abstract "This study firstly investigates the estimation problem for systems with multiplicative noise and measurement delay. Based on the innovation analysis approach, the estimators are developed in terms of a Riccati equation and a Lyapunov equation. The equations are of the same dimension as the plant; therefore compared with the augmentation approach, the presented approach lessens the computational demand. Then the linear quadratic regulation (LQR) problem for input delay systems is discussed based on non-augmented approach, and the controller is given in terms of a backward Riccati equation and a backward Lyapunov equation. Finally, the authors establish a duality between the estimation problem for measurement delay systems with multiplicative noise and the LQR problem for deterministic input delay systems with constraint conditions." @default.
• W2068828056 created "2016-06-24" @default.
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• W2068828056 date "2013-06-01" @default.
• W2068828056 modified "2023-10-15" @default.
• W2068828056 title "Duality of linear estimation for multiplicative noise systems with measurement delay" @default.
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• W2068828056 doi "https://doi.org/10.1049/iet-spr.2011.0382" @default.
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