Recursive estimation for descriptor systems with multiple packet dropouts and correlated noises

被引：37

作者：

Feng, Jianxin ^{[1
]}

Wang, Tingfeng ^{[1
]}

Guo, Jin ^{[1
]}

机构：

[1] Chinese Acad Sci, Changchun Inst Opt Fine Mech & Phys, State Key Lab Laser Interact Matter, Changchun 130033, Peoples R China

来源：

AEROSPACE SCIENCE AND TECHNOLOGY | 2014年 / 32卷 / 01期

关键词：

Descriptor system; Recursive estimation; Autocorrelated; Multiple packet dropouts; Innovation approach; STOCHASTIC SINGULAR SYSTEMS; UNBIASED STATE ESTIMATION; DIFFERENT DELAY RATES; SENSOR DELAY; KALMAN FILTER; FUSION; FUSER;

D O I：

10.1016/j.ast.2013.10.004

中图分类号：

V [航空、航天];

学科分类号：

08 ; 0825 ;

摘要：

In this paper, the problem of recursive estimation is studied for a class of descriptor systems with multiple packet dropouts and correlated noises. The multiple packet dropouts phenomenon is considered to be random and described by a binary switching sequence that obeys a conditional probability distribution. The autocorrelated measurement noise is characterized by the covariances between different time instants. The descriptor system is transformed into a regular line system with an algebraic constraint. By using an innovation analysis method and the orthogonal projection theorem, recursive estimators including filter, predictor and smoother are developed for each subsystem and the process noise. Further, the recursive filter, predictor and smoother are obtained for the original descriptor system with possible multiple packet dropouts phenomenon and correlated noises. Simulation results are provided to demonstrate the effectiveness of the proposed approaches. (C) 2013 Elsevier Masson SAS. All rights reserved.

引用

页码：200 / 211

页数：12

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