Optimal linear estimators for systems with multiple random measurement delays and packet dropouts

摘要：

　　For linear discrete-time stochastic systems with multiple random measurement delays and packet dropouts,we give a new augmented method by introducing measurement outputs into the augmented state vector.Based on this augmented state vector,the optimal linear estimators including filter,predictor and smoother are developed in the linear minimum variance sense.They can reduce the computational burden compared with the augmented method in the existing literature.A simulation example verifies their effectiveness.

关键词： Random delay Packet dropout Optimal linear estimator Linear minimum variance

作者: Yu Luyang Ma Jing Sun Shuli

作者单位: School of Mathematical Science,Heilongjiang University,Harbin 150080 School of Electronic Engineering,Heilongjiang University,Harbin 150080

会议类型: 国际会议

会议名称: 第26届中国控制与决策会议(2014 CCDC)

会议地点: 长沙

会议语种:英文

页码: 4972-4976

在线出版日期: 2014-05-31（万方平台首次上网日期，不代表论文的发表时间）