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Optimal linear estimator for discrete-time systems with random delays 被引量：2

Optimal linear estimator for discrete-time systems with random delays
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摘要 In this paper, optimal estimation for discrete-time linear time-varying systems with randomly state and measurement delays is considered. By introducing a set of binary random variables, the system is converted into the one with both multiplicative noises and constant delays. Then, an estimator which includes the cases of smoothing and filter- ing, is derived via the projection formula, and the solution is given in terms of a partial difference Riccati equation with boundary conditions. A predictor for such systems is also presented based on the proposed filter and smoother. The ob- tained estimators have the same dimension as the original state. Conditions for existence, uniqueness, and stability of the steady-state optimal estimators are studied for time-invariant cases. In this case, the obtained estimators are very easy to implement and all calculations can be performed off line, leading to a linear time-invariant estimator. In this paper, optimal estimation for discrete-time linear time-varying systems with randomly state and measurement delays is considered. By introducing a set of binary random variables, the system is converted into the one with both multiplicative noises and constant delays. Then, an estimator which includes the cases of smoothing and filter- ing, is derived via the projection formula, and the solution is given in terms of a partial difference Riccati equation with boundary conditions. A predictor for such systems is also presented based on the proposed filter and smoother. The ob- tained estimators have the same dimension as the original state. Conditions for existence, uniqueness, and stability of the steady-state optimal estimators are studied for time-invariant cases. In this case, the obtained estimators are very easy to implement and all calculations can be performed off line, leading to a linear time-invariant estimator.
作者 Chunyan HAN Huanshui ZHANG Gang FENG
机构地区 School of Control Science and Engineering School of Control Science and Engineering Department of Manufacturing Engineering and Engineering Management
出处 《控制理论与应用（英文版）》 EI 2012年第1期19-27,共9页
基金 supported by the Natural Science Foundation of Shandong Province (No. ZR2011FQ020) the National Natural Science Foundation for Distinguished YoungScholars of China (No. 60825304) the National Natural Science Foundation of China (Nos. 61104050, 61074021)
关键词 Optimal estimator Random delay Projection formula Partial difference equations Asymptotic stability Optimal estimator Random delay Projection formula Partial difference equations Asymptotic stability
分类号 TP271.8 [自动化与计算机技术—检测技术与自动化装置] O212.1 [理学—概率论与数理统计]
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参考文献28

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同被引文献135

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控制理论与应用（英文版）
2012年 第1期

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