Optimal Filtering for Networked Systems with Markovian Communication Delays

摘要：

This paper is concerned with the optimal filter problems for networked systems with random transmission delays, while the delay process is modeled as a multi-state Markov chain which incorporates the data losses naturally. By defining a delay-free observation sequence, the optimal filter problems are transformed into the ones of the standard Markov jumping parameter measurement system. We first present an optimal Kalman filter, which is with time-varying, path-dependent filter gains, and the number of the paths grows exponentially in time delay. Thus an alternative optimal Markov jump linear filter is presented, in which the filter gains just depend on the present value of the Markov chain, and as a result, the obtained filter is again a Markov jump linear system. It can be shown that the proposed Markov jump linear filter converges to the constant-gain filter under appropriate assumptions.

关键词： optimal filtering Markov jump linear filtering discrete-time systems random communication delays packet dropouts

作者: HAN Chunyan ZHANG Huanshui FU Minyue

作者单位: School of Electrical Engineering, University of Jinan, Jinan 250022, Shandong, P. R. China School of Control Science and Engineering, Shandong University, Jinan 250061, Shandong, P. R. China School of Electrical Engineering and Computer Science, University of Newcastle, Callaghan, NSW 2308,

会议类型: 国际会议

会议名称: The 31st Chinese Control Conference(第三十一届中国控制会议)

会议地点: 合肥

会议语种:英文

页码: 5960-5965

在线出版日期: 2012-07-01（万方平台首次上网日期，不代表论文的发表时间）