Optimal Robust Estimation for Linear Uncertain Systems with Single Delayed Measurement
单观测时滞线性不确定系统最优鲁棒估计

This paper deals with the optimal robust estima- tion problem for linear uncertain systems with single delayed measurement.The optimal robust estimator is derived based on the reorganized innovation analysis approach.The calculation of the optimal robust estimator involves solving two Riccati dif- ference equations of the same dimensions as that of the original systems and one Lyapunov equation.A numerical example is given to show the effectiveness of the proposed approach.