extended kalman

estimation problem

estimation error

state estimator

nonlinear filtering

measurement noise

org math mathml

noise covariance

model reduction

International Journal of Adaptive Control and Signal Processing

Summary The Kalman filter is not suitable for the state estimation of linear systems with multistate delays, and the extended state vector Kalman filtering algorithm results in heavy computational burden because of the large dimension of the state estimation covariance matrix. Thus, in this paper, we develop a novel state estimation algorithm for enhancing the computational efficiency based on the delta operator. The computation analysis and the simulation example show the performance of the proposed algorithm.

Highly computationally efficient state filter based on the delta operator