Optimal filtering and its information version for linear discrete-time systems with single output time-delay

2014 ◽  
Author(s):  
Hongguo Zhao
Keyword(s):  
Time Delay ◽  
Discrete Time ◽  
Optimal Filtering ◽  
Single Output ◽  
Discrete Time Systems ◽  
Output Time ◽  
Time Systems

scholarly journals Approximate Design of Optimal Disturbance Rejection for Discrete-Time Systems with Multiple Delayed Inputs: Application to a Jacket-Type Offshore Structure

2015 ◽  
Vol 2015 ◽  
pp. 1-10
Author(s):  
Shi-Yuan Han ◽  
Dong Wang ◽  
Yue-Hui Chen ◽  
Gong-You Tang ◽  
Xi-Xin Yang
Keyword(s):  
Time Delay ◽  
Discrete Time ◽  
Performance Index ◽  
Disturbance Rejection ◽  
Offshore Structure ◽  
Approximate Design ◽  
Free System ◽  
Discrete Time Systems ◽  
Stein Equation ◽  
Time Systems

The study is concerned with problem of optimal disturbance rejection for a class of discrete-time systems with multiple delayed inputs. In order to avoid the two-point boundary value (TPBV) problem with items of time-delay and time-advance caused by multiple delayed inputs, the discrete-time system with multiple delayed inputs is transformed into a delay-free system by introducing a variable transformation, and the original performance index is reformulated as a corresponding form without the explicit appearance of time-delay items. Then, the approximate optimal disturbance rejection controller (AODRC) is derived from Riccati equation and Stein equation based on the reduced system and reformulated performance index, which is combined with feedback item of system state, feedforward item of disturbances, and items of delayed inputs. Also, the existence and uniqueness of AODRC are proved, and the stability of the closed-loop system is analysed. Finally, numerical examples of disturbance rejection for jacket-type offshore structure and pure mathematical model are illustrated to validate the feasibility and effectiveness of the proposed approach.

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