Optimal linear estimation for systems with multiple packet dropouts

被引：292

作者：

Sun, Shuli ^{[1
,2
]}

Xie, Lihua ^{[1
]}

Xiao, Wendong ^{[3
]}

Soh, Yeng Chai ^{[1
]}

机构：

[1] Nanyang Technol Univ, Sch Elect & Elect Engn, Singapore, Singapore

[2] Heilongjiang Univ, Dept Automat, Harbin 150080, Peoples R China

[3] Inst Infocomm Res, Media Proc Dept, Singapore, Singapore

来源：

AUTOMATICA | 2008年 / 44卷 / 05期

关键词：

optimal linear estimation; packet dropouts; innovation approach; Riccati difference equation;

D O I：

10.1016/j.automatica.2007.09.023

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper is concerned with the optimal linear estimation problem for linear discrete-time stochastic systems with multiple packet dropouts. Based on a packet dropout model, the optimal linear estimators including filter, predictor and smoother are developed via an innovation analysis approach. The estimators are computed recursively in terms of the solution of a Riccati difference equation of dimension equal to the order of the system state plus that of the measurement output. The steady-state estimators are also investigated. A sufficient condition for the convergence of the optimal linear estimators is given. Simulation results show the effectiveness of the proposed optimal linear estimators. (c) 2008 Elsevier Ltd. All rights reserved.

引用

页码：1333 / 1342

页数：10

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