Recent results of nonlinear estimators applied to hereditary systems.

An application of the extended Kalman filter to delayed systems to estimate the state and time delay is presented. Two nonlinear estimators are discussed and the results compared with those of the Kalman filter. For all the filters considered, the hereditary system was treated with the delay in the pure form and by using Pade approximations of the delay. A summary of the convergence properties of the filters studied is given. The results indicate that the linear filter applied to the delayed system performs inadequately while the nonlinear filters provide reasonable estimates of both the state and the parameters.