标题:Optimal linear estimator for discrete-time systems with random delays
作者:Chunyan HAN;Huanshui ZHANG;Gang FENG
作者机构:[Chunyan HAN] School of Control Science and Engineering, University of Jinan, Jinan, Shandong 250022, China.;[Huanshui ZHANG] School of Control Scienc 更多
通讯作者:Han, C.(cyhan823@hotmail.com)
通讯作者地址:[Han, C] School of Control Science and Engineering, University of Jinan, Jinan Shandong 250022, China;
来源:控制理论与应用
出版年:2012
卷:10
期:1
页码:19-27
DOI:10.1007/s11768-012-9160-8
关键词:Asymptotic stability; Optimal estimator; Partial difference equations; Projection formula; Random delay
摘要:In this paper, optimal estimation for discrete-time linear time-varying systems with randomly state and measurement delays is considered. By introducing a set of binary random variables, the system is converted into the one with both multiplicative noises and constant delays. Then, an estimator which includes the cases of smoothing and filtering, is derived via the projection formula, and the solution is given in terms of a partial difference Riccati equation with boundary conditions. A predictor for such systems is also presented based on the proposed filter and smoother. The obtained estimators have the same dimension as the original state. Conditions for existence, uniqueness, and stability of the steady-state optimal estimators are studied for time-invariant cases. In this case, the obtained estimators are very easy to implement and all calculations can be performed off line, leading to a linear time-invariant estimator. © 2012 South China University of Technology, Academy of Mathematics and Systems Science, Chinese Academy of Sciences and Springer-Verlag Berlin Heidelberg.
收录类别:EI;CSCD;SCOPUS
Scopus被引频次:2
资源类型:期刊论文
原文链接:https://www.scopus.com/inward/record.uri?eid=2-s2.0-84555194922&doi=10.1007%2fs11768-012-9160-8&partnerID=40&md5=4b5420cedfdfcdd79a6cad8b87ff6e29
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