Full-Order Filters and Smoothers for Descriptor Systems with Delayed Measurements

This paper is concerned with the filtering problem for descriptor system with measurement delays. Using full-order transformation, the original descriptor system with delayed measurements is transferred to the normal system with delayed state and delayed measurements. Based on the projection theory, the filter and smoother of the normal system are derived. Then, the full-order filter and smoother of the original descriptor system are given. The proposed estimators avoid the high-dimensional computation from state augmentation. Simulation research verifies the effectiveness of the proposed algorithm.