Optimal Linear Estimators for Systems With Finite-Step Correlated Noises and Packet Dropout Compensations
Optimal Linear Estimators for Systems With Finite-Step Correlated Noises and Packet Dropout Compensations
复制标题
具有有限步相关噪声和丢包补偿的系统的最佳线性估计器
DOI：
10.1109/tsp.2016.2576420
复制
发表时间：
2016-11-01
影响因子：
5.4
通讯作者：
Lin, Honglei
中科院分区：
文献类型：
--
作者：
Sun, Shuli;Tian, Tian;Lin, Honglei
本文关注具有有限步自相关噪声和互相关噪声以及由不可靠网络引起的多个数据包丢失的离散时间随机系统的最优估计问题。当从传感器传输到数据处理中心的数据包丢失时，其预测器被用作补偿。通过创新的分析方法，在线性最小方差意义上提出了取决于数据包到达率的最优线性估计器，包括滤波器、预测器和平滑器。它们是根据一些自协方差矩阵和互协方差矩阵的解来计算的。给出了一个跟踪系统示例来证明所提出算法的有效性。
This paper is concerned with the optimal estimation problem for discrete-time stochastic systems with finite-step auto- and cross-correlated noises and multiple packet dropouts induced by the unreliable networks. When a packet transmitted from the sensor to the data processing center is lost, its predictor is used as the compensation. The optimal linear estimators including filter, predictor and smoother that depend on the packet arriving rate are proposed in the linear minimum variance sense via an innovative analysis approach. They are computed in terms of the solutions of some auto-and cross-covariance matrices. A tracking system example is given to demonstrate the effectiveness of the proposed algorithms.