自动化学报Issue(3)：611-619,9.DOI:10.16383/j.aas.2015.c140484
带多丢包和滞后随机不确定系统的最优线性估计
Optimal Linear Estimation for Stochastic Uncertain Systems with Multiple Packet Dropouts and Delays
摘要
Abstract
This paper is concerned with the optimal linear estimation problem for networked stochastic uncertain sys-tems with multiple packet dropouts and delays. The random uncertainties of system parameters are described by white multiplicative noises. The phenomena of packet dropouts and delays in data transmission are described by a group of Bernoulli distributed random variables. Using an innovation analysis method, the optimal linear estimators including filter, predictor and smoother are presented in a linear minimum variance sense. A sufficient condition for the existence of the steady-state estimators is given. An example shows the effectiveness of the optimal linear estimators.关键词
乘性噪声/丢包/随机滞后/最优线性估计/新息分析方法Key words
Multiplicative noise/packet dropout/random delay/optimal linear estimation/innovation analysis method引用本文复制引用
李娜,马静,孙书利..带多丢包和滞后随机不确定系统的最优线性估计[J].自动化学报,2015,(3):611-619,9.基金项目
国家自然科学基金(61174139,61403131),黑龙江省杰出青年基金(JC201412),黑龙江大学研究生创新科研项目(YJSCX2014-076HLJU)资助Supported by National Natural Science Foundation of China (61174139,61403131), Outstanding Youth Fund in Heilongjiang Province (JC201412), and Postgraduate Innovation Project of Heilongjiang Province (YJSCX2014-076HLJU) （61174139,61403131）
