标题：Convergence and Mean Square Stability of Optimal Estimators for Systems with Measurement Packet Dropping
作者：Zhang, Huanshui; Song, Xinmin; Shi, Ling
作者机构：[Zhang, Huanshui; Song, Xinmin] Shandong Univ, Sch Control Sci & Engn, Jinan 250100, Shandong, Peoples R China.; [Shi, Ling] Hong Kong Univ Sci & Te 更多
会议名称：11th International Conference on Control, Automation, Robotics and Vision (ICARCV 2010)
会议日期：DEC 07-10, 2010
来源：11TH INTERNATIONAL CONFERENCE ON CONTROL, AUTOMATION, ROBOTICS AND VISION (ICARCV 2010)
关键词：Discrete-time system; optimal estimation; convergence; mean square; stability; packet dropping; Riccati difference equation
摘要：This paper is concerned with estimation problem for discrete-time systems with packet dropping. A new optimal filter is derived by minimizing the mean squared estimation error. An optimal smoother is also derived in a similar way. Both estimators are designed by solving one deterministic Riccati equation. Both the convergence of the estimation error covariance and mean square stability of the estimator are proved under standard assumption. It is shown that the new estimator has smaller error covariance and has wider applications as compared with the MMSE estimator. One of the key techniques adopted in this paper is the introduction of the innovation sequence for the multiplicative noise systems.