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具有一步随机滞后和多丢包的网络系统的最优线性估计

孙书利

孙书利. 具有一步随机滞后和多丢包的网络系统的最优线性估计. 自动化学报, 2012, 38(3): 349-356. doi: 10.3724/SP.J.1004.2012.00349
引用本文: 孙书利. 具有一步随机滞后和多丢包的网络系统的最优线性估计. 自动化学报, 2012, 38(3): 349-356. doi: 10.3724/SP.J.1004.2012.00349
SUN Shu-Li. Optimal Linear Estimation for Networked Systems with One-step Random Delays and Multiple Packet Dropouts. ACTA AUTOMATICA SINICA, 2012, 38(3): 349-356. doi: 10.3724/SP.J.1004.2012.00349
Citation: SUN Shu-Li. Optimal Linear Estimation for Networked Systems with One-step Random Delays and Multiple Packet Dropouts. ACTA AUTOMATICA SINICA, 2012, 38(3): 349-356. doi: 10.3724/SP.J.1004.2012.00349

具有一步随机滞后和多丢包的网络系统的最优线性估计

doi: 10.3724/SP.J.1004.2012.00349
详细信息
    通讯作者:

    孙书利, 博士,黑龙江大学自动化系教授. 主要研究方向为状态估计,信息融合和传感器网络.E-mail: sunsl@hlju.edu.cn

Optimal Linear Estimation for Networked Systems with One-step Random Delays and Multiple Packet Dropouts

  • 摘要: 研究了具有随机时滞和丢包的网络系统的最优线性估计问题.本文通过两个满足 Bernoulli分布的随机变量来描述网络数据传输中可能存在的一步随机滞后和多丢包现象. 并基于新息分析方法,提出了线性最小方差下的最优线性状态滤波器、预报器和平滑器. 它们通过解一个Riccati方程和一个Lyapunov方程得到.最后,给出了稳态估值器存在的一个充分条件. 并通过仿真例子验证其有效性.
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出版历程
  • 收稿日期:  2011-01-17
  • 修回日期:  2011-05-18
  • 刊出日期:  2012-03-20

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