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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

自动化学报2012,Vol.38Issue(3):349-356,8.
自动化学报2012,Vol.38Issue(3):349-356,8.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

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

孙书利1

作者信息

  • 1. 黑龙江大学电子工程学院自动化系 哈尔滨150080
  • 折叠

摘要

Abstract

This paper is concerned with optimal linear estimation problem for networked systems with random delays and packet dropouts. Two Bernoulli distributed random variables are employed to describe the phenomena of possible one-step random delay and multiple packet dropouts in data transmission by networks. Based on an innovative analysis approach, the optimal linear filter, predictor and smoother for the state are presented in a linear minimum variance sense. They are solved based on a Riccati equation and a Lyapunov equation. A sufficient condition for the existence of the steady-state estimators is given. A simulation example verifies their effectiveness.

关键词

最优线性估值器/随机滞后/丢包/线性最小方差

Key words

Optimal linear estimator/random delay/packet dropout/linear minimum variance

引用本文复制引用

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[J].自动化学报,2012,38(3):349-356,8.

基金项目

国家自然科学基金(60874062),教育部新世纪优秀人才支持计划(NCET-10-0133),黑龙江省普通高等学校新世纪优秀人才培养计划(1154-NCET-01),黑龙江大学高层次人才创新团队(Hdtd2010-03),黑龙江省高校重点实验室资助 (60874062)

自动化学报

OA北大核心CSCDCSTPCD

0254-4156

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