How to use Kalman filter if measurement equation includes two state vectors in different time, Such as y(t) = x(t) - x(t-\tau)?

I try to use a Kalman filter on the sensor output data. The measurement is a differential value that represents a difference between two states at time t and t-\tau, y(t) = x(t) - x(t-\tau). In...

10 October 2019 2,500 3 View