具有网络加塞的离散随机系统最优线性滤波研究

Optimallinear filter for discrete stochastic systems with network congestion

近年来,网络化数据传输广泛应用于控制系统中,控制系统滤波的研究受到了广大学者的关注。数据在网络化传输过程中会出现随机时滞、丢包、衰减、相关噪声等现象,近期还发现存在网络加塞现象,因此,对同时具有这些现象的控制系统进行滤波研究具有现实意义。文章主要研究具有网络加塞和纵向相关噪声的离散随机系统的最优线性滤波。采用状态扩维的方法,在线性无偏最小方差意义下设计最优线性滤波,并仿真例子验证滤波的有效性。

In recent years,networked data transmission is widely used in control systems,and the research of control system filtering has attracted the attention of many scholars.Random delay,packet loss,attenuation and related noise will occur in the process of network transmission.Recently,network plug phenomenon has been found.Therefore,it is of practical significance to filter the control system with these phenomena at the same time.This paper mainly studies the optimal linear filter for discrete stochastic systems with network congestion and cross-correlated noises.Through the state augmentation approach,the optimal linear filter is designed in the sense of the linear unbiased minimum variance.Finally,a simulation example illustrates the effectiveness of the optimal linear filter.