Estimate And Control For Stochastic System With Time Delays

At present the estimate and control for stochastic system with time delays are focused on automatic control field. Because the changing of systems environment and the age of components or measurement error and so on, the systems behaviors have been changed, time-delay appearance. The existence of time-delay makes the system analysis and synthesis become more complex. At the same time, it is also because the source of systems performance deterioration,the system is not easily studied. By using the methods of stochastic differential and stochastic integral, the paper firstly gives the optimal estimator about the observation of linear systems with multiple delays; Sec-ondly discusses the problem of output feedback control about the linear systems with multiple delays in input and output; Finally using the separation principle obtained the optimal output feedback controllers of this system.