A New State Estimation Method for Unit Time-Delay Systems Based on Kalman Filter

A new State estimation method for unit timedelay systems will be represented in this paper. Kalman filter will be considered to estimate the states of a linearsystem 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 ofthe augmented system will be estimated using Kalman filter algorithm. From the augmented state vector, themain state vector can be obtained. Finally, an example is provided to test the performance of the proposed method

Keywords:

Kalman filter , state estimation , augmented system , time delay