Abstract
This paper discusses the state estimation problems of an uncertain linear discrete time-varying state space model with d-step state delay. Based on the principle of minimising the expectation of estimation errors and the method of state augmentation, a robust state estimation algorithm is proposed. Specially, this estimator retains the form of Kalman-like filter and the characteristics of fast recursive calculation. Moreover, the conditions of bounded estimation error covariance and the proof of asymptotic unbiasedness of the filter are given. Finally, numerical examples are used to verify the effectiveness and the wide applicability of this estimator.
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