Optimal full-order filtering for discrete-time systems with random measurement delays and multiple packet dropouts

被引：18

作者：

Sun S. ^{[1
]}

Xie L. ^{[2
]}

Xiao W. ^{[3
]}

机构：

[1] School of Electronic Engineering, Heilongjiang University

[2] School of Electrical and Electronic Engineering, Nanyang Technological University

[3] Institute for Infocomm Research

来源：

Journal of Control Theory and Applications | 2010年 / 8卷 / 1期

基金：

中国国家自然科学基金;

关键词：

Full-order filter; Packet dropouts; Random delay; Riccati difference equation;

D O I：

10.1007/s11768-010-9190-z

中图分类号：

学科分类号：

摘要：

This paper is concerned with the estimation problem for discrete-time stochastic linear systems with possible single unit delay and multiple packet dropouts. Based on a proposed uncertain model in data transmission, an optimal full-order filter for the state of the system is presented, which is shown to be of the form of employing the received outputs at the current and last time instants. The solution to the optimal filter is given in terms of a Riccati difference equation governed by two binary random variables. The optimal filter is reduced to the standard Kalman filter when there are no random delays and packet dropouts. The steady-state filter is also investigated. A sufficient condition for the existence of the steady-state filter is given. The asymptotic stability of the optimal filter is analyzed. © South China University of Technology and Academy of Mathematics and Systems Science, CAS and Springer-Verlag Berlin Heidelberg 2010.

引用

页码：105 / 110

页数：5

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