How to estimate the states, when system is discrete-time delayed stochastic system?

X(k+1)=Ax(k)+Ad*x(k-d)+bu(k)+L*w(k)

y(k)=C*x(k)+G*v(k)

where w(k) and v(k) are Gaussian white noise with zero mean, and Co variances Q and R, respectively

Similar questions and discussions