Moving Average Prediction for Continuous-Time Linear Systems

被引：0

作者：

Song, Il Young ^{[1
]}

Song, Jin Mo ^{[1
]}

Jeong, Woong Ji ^{[1
]}

Gong, Myoung Sool ^{[1
]}

机构：

[1] Hanwha Corp Def R&D Ctr, Dept Sensor Syst, 305 Pangyo Ro, Seongnam Si 13488, South Korea

来源：

2019 34TH INTERNATIONAL TECHNICAL CONFERENCE ON CIRCUITS/SYSTEMS, COMPUTERS AND COMMUNICATIONS (ITC-CSCC 2019) | 2019年

关键词：

Moving average; Stochastic Systems; Kalman Predictior; Linear Systems; FUSION;

D O I：

10.1109/itc-cscc.2019.8793399

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

This paper is concerned with distributed moving average prediction for continuous-time linear stochastic systems with multiple sensors. A distributed fusion with the weighted sum structure is applied to the optimal local moving average predictors. The distributed prediction algorithm represents the optimal linear fusion by weighting matrices under the minimum mean square criterion. The derivation of equations for error cross-covariances between the local predictors is the key of this paper. Example demonstrates effectiveness of the distributed moving average predictor.

引用

页码：4 / 7

页数：4

共 50 条

[41] Optimal Covariance Steering for Continuous-Time Linear Stochastic Systems With Multiplicative Noise
Liu, Fengjiao
Tsiotras, Panagiotis
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2024, 69 (10) : 7247 - 7254
[42] Computing the L2 gain for linear periodic continuous-time systems
Cantoni, Michael
Sandberg, Henrik
AUTOMATICA, 2009, 45 (03) : 783 - 789
[43] Mean Square Stability Analysis of Stochastic Continuous-Time Linear Networked Systems
Nandanoori, Sai Pushpak
Diwadkar, Amit
Vaidya, Umesh
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2018, 63 (12) : 4323 - 4330
[44] THE FILTERING PROBLEM FOR CONTINUOUS-TIME LINEAR-SYSTEMS WITH MARKOVIAN SWITCHING COEFFICIENTS
DUFOUR, F
BERTRAND, P
SYSTEMS & CONTROL LETTERS, 1994, 23 (06) : 453 - 461
[45] A New Approach to the Energy-to-Peak Performance Analysis of Continuous-Time Markov Jump Linear Systems
Todorov, Marcos G.
IEEE CONTROL SYSTEMS LETTERS, 2024, 8 : 1024 - 1029
[46] Simultaneous Input and State Estimation for Linear Time-Varying Continuous-Time Stochastic Systems
Yong, Sze Zheng
Zhu, Minghui
Frazzoli, Emilio
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2017, 62 (05) : 2531 - 2538
[47] Optimal Dynamic Output Feedback Design for Continuous-Time Linear Time-Invariant Systems
Kumar, Yogesh
Chanekar, Prasad Vilas
Roy, Sayan Basu
IEEE CONTROL SYSTEMS LETTERS, 2024, 8 : 454 - 459
[48] Distributed State Estimation Under Jointly Connected Switching Networks: Continuous-Time Linear Systems and Discrete-Time Linear Systems
Zhang, Lan
Lu, Maobin
Deng, Fang
Chen, Jie
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2024, 69 (02) : 1104 - 1111
[49] Linear quadratic optimal control for a class of continuous-time nonhomogeneous Markovian jump linear systems in infinite time horizon
Bai, Yuzhu
Sun, Hui-Jie
Wu, Ai-Guo
JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 2020, 357 (14): : 9733 - 9760
[50] Positivity of Continuous-Time Descriptor Systems With Time Delays
Zhang, Youmei
Zhang, Qingling
Tanaka, Tamaki
Yan, Xing-Gang
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2014, 59 (11) : 3093 - 3097

← 1 2 3 4 5 →