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
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)