Optimal Unbiased Estimation for Uncertain Systems with Different Delay Rates Sensor Network and Autocorrelated Process Noises

摘要：

This paper is concerned with the optimal unbiased estimation problem for a class of uncertain systems with different delay rates sensor network and autocorrelated process noises. The system model and measurement model under consideration are both subject to stochastic uncertainties or multiplicative noises. The autocorrelated process noises are characterized by the covariances between different time instant. Different sensors in the sensor network are subject to different delay rates, and different delay rates are described by different binary switching sequences. An unbiased state estimator for the assumed model is developed in this paper, and the proposed state estimator is optimal in the minimum variance sense. Illustrative example is also presented to support the theory developed in this work.

关键词： State estimation Autocorrelated Multiplicative noises Different delay rates Minimum variance

作者: Ming Zeng Jianxin Feng Zhiwei Yu

作者单位: Space Control and Inertial Technology Research Center, Harbin Institute of Technology, Harbin 150001, China

会议类型: 国际会议

会议名称: 2011 China Control and Decision Conference(2011中国控制与决策会议 CCDC)

会议地点: 四川绵阳

会议语种:英文

页码: 3019-3023

在线出版日期: 2011-05-23（万方平台首次上网日期，不代表论文的发表时间）