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Optimal linear estimators for systems with multiple random measurement delays and packet dropouts

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  • Shuli Sun
  • Wendong Xiao

Abstract

This article is concerned with the optimal linear estimation problem for linear discrete-time stochastic systems with possible multiple random measurement delays and packet dropouts, where the largest random delay is limited within a known bound and packet dropouts can be infinite. A new model is constructed to describe the phenomena of multiple random delays and packet dropouts by employing some random variables of Bernoulli distribution. By state augmentation, the system with random delays and packet dropouts is transferred to a system with random parameters. Based on the new model, the least mean square optimal linear estimators including filter, predictor and smoother are easily obtained via an innovation analysis approach. The estimators are recursively computed in terms of the solutions of a Riccati difference equation and a Lyapunov difference equation. A sufficient condition for the existence of the steady-state estimators is given. An example shows the effectiveness of the proposed algorithms.

Suggested Citation

  • Shuli Sun & Wendong Xiao, 2013. "Optimal linear estimators for systems with multiple random measurement delays and packet dropouts," International Journal of Systems Science, Taylor & Francis Journals, vol. 44(2), pages 358-370.
    • Handle: RePEc:taf:tsysxx:v:44:y:2013:i:2:p:358-370
    DOI: 10.1080/00207721.2011.601347
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    Cited by:

    1. Li Liu & Aolei Yang & Wenju Zhou & Wasif Naeem & Gang Wang & Hua Wang, 2018. "Modelling and Estimation for Uncertain Systems with Transmission Delays, Packet Dropouts, and Out-of-Order Packets," Complexity, Hindawi, vol. 2018, pages 1-15, October.
    2. Yonggang Zhang & Yulong Huang & Ning Li & Lin Zhao, 2016. "Particle filter with one-step randomly delayed measurements and unknown latency probability," International Journal of Systems Science, Taylor & Francis Journals, vol. 47(1), pages 209-221, January.
    3. Liu, Wenqiang & Tao, Guili & Shen, Chen, 2021. "Robust measurement fusion steady-state estimator design for multisensor networked systems with random two-step transmission delays and missing measurements," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 181(C), pages 242-283.

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