Optimal linear estimation for systems with multiple packet dropouts
Optimal linear estimation for systems with multiple packet dropouts
复制标题
具有多个数据包丢失的系统的最佳线性估计
DOI：
10.1016/j.automatica.2007.09.023
复制
发表时间：
2008-05-01
期刊：
影响因子：
6.4
通讯作者：
Soh, Yeng Chai
中科院分区：
文献类型：
--
作者：
Sun, Shuli;Xie, Lihua;Soh, Yeng Chai
本文涉及具有多个数据包辍学的线性离散时间随机系统的最佳线性估计问题。基于数据包辍学模型，通过创新分析方法开发了包括过滤器，预测变量和更顺畅在内的最佳线性估计器。估计器是根据riccati差异方程的解决方案递归计算的，等于系统状态的顺序以及测量输出的顺序。还研究了稳态估计器。给出了最佳线性估计器收敛的充分条件。仿真结果显示了所提出的最佳线性估计器的有效性。 （c）2008 Elsevier Ltd.保留所有权利。
This paper is concerned with the optimal linear estimation problem for linear discrete-time stochastic systems with multiple packet dropouts. Based on a packet dropout model, the optimal linear estimators including filter, predictor and smoother are developed via an innovation analysis approach. The estimators are computed recursively in terms of the solution of a Riccati difference equation of dimension equal to the order of the system state plus that of the measurement output. The steady-state estimators are also investigated. A sufficient condition for the convergence of the optimal linear estimators is given. Simulation results show the effectiveness of the proposed optimal linear estimators. (c) 2008 Elsevier Ltd. All rights reserved.