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Optimal full-order filtering for discrete-time systems with random measurement delays and multiple packet dropouts 被引量：4

Optimal full-order filtering for discrete-time systems with random measurement delays and multiple packet dropouts
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摘要 This paper is concerned with the estimation problem for discrete-time stochastic linear systems with possible single unit delay and multiple packet dropouts. Based on a proposed uncertain model in data transmission, an optimal full-order filter for the state of the system is presented, which is shown to be of the form of employing the received outputs at the current and last time instants. The solution to the optimal filter is given in terms of a Riccati difference equation governed by two binary random variables. The optimal filter is reduced to the standard Kalman filter when there are no random delays and packet dropouts. The steady-state filter is also investigated. A sufficient condition for the existence of the steady-state filter is given. The asymptotic stability of the optimal filter is analyzed. This paper is concerned with the estimation problem for discrete-time stochastic linear systems with possible single unit delay and multiple packet dropouts. Based on a proposed uncertain model in data transmission, an optimal full-order filter for the state of the system is presented, which is shown to be of the form of employing the received outputs at the current and last time instants. The solution to the optimal filter is given in terms of a Riccati difference equation governed by two binary random variables. The optimal filter is reduced to the standard Kalman filter when there are no random delays and packet dropouts. The steady-state filter is also investigated. A sufficient condition for the existence of the steady-state filter is given. The asymptotic stability of the optimal filter is analyzed.
作者 Shuli SUN Lihua XIE Wendong XIAO
机构地区 School of Electronic Engineering School of Electrical and Electronic Engineering Institute for Infocomm Research
出处 《控制理论与应用（英文版）》 EI 2010年第1期105-110,共6页
基金 supported by Agency for Science,Technology and Research Grant(SERC)(No.0521010037) Natural Science Foundation of China(No.60874062,60828006) NSFC-Guangdong Joint Foundation(No.U0735003)
关键词 Full-order filter Random delay Packet dropouts Riccati difference equation Full-order filter Random delay Packet dropouts Riccati difference equation
分类号 TP301 [自动化与计算机技术—计算机系统结构] TK228 [动力工程及工程热物理—动力机械及工程]
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参考文献24

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同被引文献18

  • 1马卫国,邵诚.网络控制系统随机稳定性研究[J].自动化学报,2007,33(8):878-882. 被引量：31
  • 2ZHANG H, XIE L. Control and Estimation of Systems with In- put/Output Delays [M]. New York: Springer, 2007.
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  • 4HESPANHA J R NAGHSHTABRIZI P, XU Y. A survey of recent re- sults in networked control systems [J]. Proceedings oflEEE, Special Issue on Networked Control Systems 2007, 95(1): 138 - 162.
  • 5SINOPOLI B, SCHENATO L, FRANCESCHETTI M, et al. Kalman filtering with intermittent observations [J]. 1EEE Transactions on Au- tomatic Control, 2004, 49(9): 1453 - 1464.
  • 6SCHENATO L. Optimal estimation in networked control systems subject to random delay and packet loss[C]//Proceedings of the 45th IEEE Conference on Decision and Control. New York: IEEE, 2006: 5615 - 5620.
  • 7WANG Z, YANG F, HOD W C, et al. Robust finite-horizon filtering for stochastic systems with missing measurements [J]. IEEE Signal Processing Letters, 2005, 12(6): 437- 440.
  • 8SAHEBSARA M, CHEN T, SHAH S L. Optimal filtering with ran- dom sensor delay, multiple packet dropout and uncertain observations [J]. International Journal of Control, 2007, 80(1): 292 - 301.
  • 9SUN S L, XIE L H, XIAO W D, et al. Optimal linear estimation for systems with multiple packet dropouts [J]. Automatica, 2008, 44(5): 1333 - 1342.
  • 10SUN S L, XIE L H, XIAO W D. Optimal full-order and reduced-order estimators for discrete-time systems with multiple packet dropouts [J]. IEEE Transactions on Signal ProcesMng, 2008, 56(8): 4031 - 4038.

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控制理论与应用（英文版）
2010年 第1期

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