Linear Unbiased State Estimation with Random One-Step Sensor Delay

被引：0
|
作者：
Chenglin Wen
Rongli Liu
Tongwen Chen
机构：
[1] Department of Automation,
[2] Hangzhou Dianzi University,undefined
[3] Department of Electrical and Computer Engineering,undefined
[4] University of Alberta,undefined
来源：
Circuits, Systems & Signal Processing | 2007年 / 26卷
关键词：
Colored Noise; Network Control System; Sensor Delay; Random Time Delay; Observation Uncertainty;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Sensor delay and observation uncertainty often occur in modern computer-based systems, e.g., when the measurement is transmitted to a remote controller through a network medium. In this paper, we revisit the Kalman filter design problem for a stochastic dynamic system with random one-step sensor delay, and derive the optimal unbiased state estimation algorithm. Both full- and reduced-order filters are studied, and the results compare favorably with those of the existing algorithms in examples via simulation.
引用
收藏
页码：573 / 590
页数：17
相关论文
共 50 条
  • [1] Linear unbiased state estimation with random one-step sensor delay
    Wen, Chenglin
    Liu, Rongli
    Chen, Tongwen
    CIRCUITS SYSTEMS AND SIGNAL PROCESSING, 2007, 26 (04) : 573 - 590
  • [2] Linear unbiased state estimation under random one-step sensor delay
    Liu, Rongli
    Wen, Chuanbo
    Wen, Chenglin
    2006 CHINESE CONTROL CONFERENCE, VOLS 1-5, 2006, : 447 - +
  • [3] Linear unbiased state estimation for random models with sensor delay
    Yaz, E
    Ray, A
    PROCEEDINGS OF THE 35TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-4, 1996, : 47 - 52
  • [4] Kalman Filtering for State Delay Systems with Multiplicative Noises and Random One-step Sensor Delay
    Xu Long
    Hu Jun
    Chen Dongyan
    2014 33RD CHINESE CONTROL CONFERENCE (CCC), 2014, : 5579 - 5584
  • [5] Multi-sensor optimal information fusion estimation under one-step random sensor delay
    Liu, Rongli
    Wen, Chenglin
    Hu, Jing
    2007 IEEE INTERNATIONAL CONFERENCE ON AUTOMATION AND LOGISTICS, VOLS 1-6, 2007, : 753 - 758
  • [6] Linear and quadratic least-squares estimation using measurements with correlated one-step random delay
    Hermoso-Carazo, A.
    Linares-Perez, J.
    DIGITAL SIGNAL PROCESSING, 2008, 18 (03) : 450 - 464
  • [7] Linear unbiased state estimation under randomly varying bounded sensor delay
    Yaz, E
    Ray, A
    APPLIED MATHEMATICS LETTERS, 1998, 11 (04) : 27 - 32
  • [8] Particle filtering for networked nonlinear systems subject to random one-step sensor delay and missing measurements
    Xu, Long
    Ma, Kemao
    Li, Wenshuo
    Liu, Yurong
    Alsaadi, Fuad E.
    NEUROCOMPUTING, 2018, 275 : 2162 - 2169
  • [9] Linear unbiased optimal filter for discrete-time systems with one-step random delays and inconsecutive packet dropouts
    Ding, Jian
    Sun, Shuli
    Telkomnika - Indonesian Journal of Electrical Engineering, 2013, 11 (11): : 6737 - 6745
  • [10] A Novel Particle Filter Based on One-Step Smoothing for Nonlinear Systems with Random One-Step Delay and Missing Measurements
    Yang, Zhenrong
    Zhang, Xing
    Xiang, Wenqian
    Lin, Xiaohui
    SENSORS, 2025, 25 (02)
12345