Estimation in linear discrete systems with multiple time delays
Roland Priemer, A.G. Vacroux · IEEE Transactions on Automatic Control · 1969
The method of orthogonal projection is used to derive the equations for optimally estimating the state of a nonstationary linear discrete system with multiple time delays. A Kalman-type filter is developed, along with the necessary recursive error and cross error covariance matrix equations. A numerical example is included.