Optimal Markov Jump Filter for Stochastic Systems with Markovian Transmission Delays
This paper is concerned with the dynamic Markov jump filters for continuous-time system with random delays in the observations. It is assumed that the delay process is modeled as a finite state Markov chain. To overcome the difficulty of estimation caused by the random delays, the single random delayed measurement system is firstly rewritten as the multiplicative noise constant-delay system. Then, by applying the measurement reorganization approach, the system is further transformed into the delay-free one with Markov jump parameters. Finally, the estimator is derived by using the standard Markov jump filter theories. It is interesting to show that the presented filter for the system with random jump delays can be designed by performing two sets of standard Riccati equations with the same dimension as that of the original system.
HAN Chunyan FENG Gary ZHANG Huanshui
Department of Manufacturing Engineering and Engineering Management, City University of Hong Kong, Ho School of Control Science and Engineering, Shandong University, Jinan, P.R.China
国际会议
The 30th Chinese Control Conference(第三十届中国控制会议)
烟台
英文
1-6
2011-07-01（万方平台首次上网日期，不代表论文的发表时间）