具有随机时滞和丢包系统的最优线性滤波器

Optimal linear filter for systems with random delays and packet dropouts

研究了可能具有一步随机时滞和多丢包的离散时变线性随机系统的滤波问题。通过模型转化将具有滞后和丢包的系统转化为一个增广的随机参数系统。利用射影理论,给出了线性最小方差最优线性滤波器。仿真研究验证了算法的有效性。

This paper studies the optimal linear filtering problem for a discrete time-varying linear stochastic system with possible one-step random delay and multiple packet dropouts. By the model transform, the system with random delays and packet dropouts is transferred to an augmented system with stochastic pa- rameters. Using projection theory, the optimal linear filter is solved in the linear minimum variance sense. The simulation research verifies the effectiveness of the algorithms.