标题:Minimum Variance Deconvolution Estimator for Discrete Systems with Random Observation Delays
作者:Han Chunyan; Wang Wei
通讯作者:Han, CY
作者机构:[Han Chunyan] Univ Jinan, Sch Elect Engn, Jinan 250022, Peoples R China.; [Wang Wei] Shandong Univ, Sch Control Sci & Engn, Jinan 250061, Peoples R 更多
会议名称:32nd Chinese Control Conference (CCC)
会议日期:JUL 26-28, 2013
来源:2013 32ND CHINESE CONTROL CONFERENCE (CCC)
出版年:2013
页码:2227-2232
关键词:Networked systems; Random delays; Packet dropouts; Optimal deconvolution; smoother; Kalman filter
摘要:This paper is concerned with the optimal deconvolution problem for discrete-time systems with random delayed observations. When the random delay is known online, i.e., time stamped, the random delayed system is reconstructed as an equivalent delay-free one by using measurement reorganization technique, and then an optimal recursive white-noise estimator is presented based on the stochastic Kalman filtering theory. The obtained estimator is indeed a fixed-point white-noise smoother, which is with time-varying, stochastic gains, and is optimal for any packet delay generating process. Also, a fixed-lag white-noise smoother is developed according to the fixed-point one. Finally, the simulation results are given which support and illustrate the theoretical developments.
收录类别:CPCI-S
资源类型:会议论文
TOP