标题:Linear estimation for discrete-time systems with Markov jump delays
作者:Han, Chunyan ;Zhang, Huanshui ;Fu, Minyue
通讯作者:Han, C
作者机构:[Han, Chunyan ;Zhang, Huanshui ] School of Control Science and Engineering, Shandong University, Jingshi Road 73, Jinan 250061, China;[Fu, Minyue ] Sc 更多
会议名称:2010 8th World Congress on Intelligent Control and Automation, WCICA 2010
会议日期:7 July 2010 through 9 July 2010
来源:Proceedings of the World Congress on Intelligent Control and Automation (WCICA)
出版年:2010
页码:981-987
DOI:10.1109/WCICA.2010.5554514
关键词:Discrete-time system; Innovation analysis method; Linear estimation; Markov jump delay; Riccati equations
摘要:This paper is concerned with the linear minimum mean square error (MMSE) estimation for discrete-time systems with random delays in the observations. It is assumed that the delay process is modeled as a finite state Markov chain and only its transition probability matrix is known. To overcome the difficulty of estimation caused by random delays, the random delay system is firstly rewritten as a constant delay system with multiplicative noises. By applying the measurement reorganization approach, the system is further transformed into the delay-free one with Markov jump parameters. Then the estimator is derived by using the innovation analysis method in the Hilbert space, and the solution is given in terms of Riccati difference equations. © 2010 IEEE.
收录类别:EI;SCOPUS
Scopus被引频次:2
资源类型:会议论文;期刊论文
原文链接:https://www.scopus.com/inward/record.uri?eid=2-s2.0-77958138022&doi=10.1109%2fWCICA.2010.5554514&partnerID=40&md5=e83838a7af8e9c7e15a1a98119c49bc4
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