Optimal H2 filtering with random sensor delay, multiple packet dropout and uncertain observations
Optimal H2 filtering with random sensor delay, multiple packet dropout and uncertain observations
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DOI：
10.1080/00207170601019500
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发表时间：
2007-02-01
影响因子：
2.1
通讯作者：
Shah, S. L.
中科院分区：
文献类型：
--
作者：
Sahebsara, M.;Chen, T.;Shah, S. L.
本文研究了具有随机传感器延迟，多个数据包辍学和不确定观察的最佳过滤离散时间系统的问题。随机传感器延迟，多个数据包辍学或观察中的不确定性转化为系统表示中的随机参数。一种新的公式使我们能够为传感器数据中有多个数据包辍学的系统设计一个最佳过滤器。基于具有随机参数的系统的H-2-norm的随机定义，因此得出了随机H-2-norm的新关系。估计误差的随机H-2-norm用作滤波器设计的标准。新规范定义得出的关系用于获得一组线性矩阵不平等（LMI）来解决滤波器设计问题。仿真示例显示了所提出的方法的有效性。
This paper studies the problem of optimal filtering of discrete-time systems with random sensor delay, multiple packet dropout and uncertain observation. The random sensor delay, multiple packet dropout or uncertainty in observation is transformed to a stochastic parameter in the system representation. A new formulation enables us to design an optimal filter for a system with multiple packet dropout in sensor data. Based on a stochastic definition of the H-2-norm of a system with a stochastic parameter, new relations for stochastic H-2-norm are derived. The stochastic H-2-norm of the estimation error is used as a criterion for the filter design. The relations derived for the new norm definition are used to obtain a set of linear matrix inequalities (LMIs) to solve the filter design problems. Simulation examples show the effectiveness of the proposed method.