标题:Optimal Markov jump filter for stochastic systems with Markovian transmission delays
作者:Han, Chunyan ;Feng, Gary ;Zhang, Huanshui
通讯作者:Han, C
作者机构:[Han, Chunyan ;Feng, Gary ] Department of Manufacturing Engineering and Engineering Management, City University of Hong Kong, Hong Kong, Hong Kong;[Zh 更多
会议名称:30th Chinese Control Conference, CCC 2011
会议日期:22 July 2011 through 24 July 2011
来源:Proceedings of the 30th Chinese Control Conference, CCC 2011
出版年:2011
页码:4566-4571
关键词:Markovian transmission delays; Optimal filter; Riccati differential equations; Stochastic systems
摘要:This paper is concerned with the dynamic Markov jump filters for continuous-time system with random delays in the observations. It is assumed that the delay process is modeled as a finite state Markov chain. To overcome the difficulty of estimation caused by the random delays, the single random delayed measurement system is firstly rewritten as the multiplicative noise constant-delay system. Then, by applying the measurement reorganization approach, the system is further transformed into the delay-free one with Markov jump parameters. Finally, the estimator is derived by using the standard Markov jump filter theories. It is interesting to show that the presented filter for the system with random jump delays can be designed by performing two sets of standard Riccati equations with the same dimension as that of the original system. © 2011 Chinese Assoc of Automati.
收录类别:EI;SCOPUS
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-s2.0-80053059311&partnerID=40&md5=ef747580ee1c50c9345cbb5bb988edb2
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