doi:

DOI: 10.3724/SP.J.1004.2012.00349

Acta Automatica Sinica (自动化学报) 2012/38:3 PP.349-356

Optimal Linear Estimation for Networked Systems with One-step Random Delays and Multiple Packet Dropouts


Abstract:
This paper is concerned with optimal linear estimation problem for networked systems with random delays and packet dropouts. Two Bernoulli distributed random variables are employed to describe the phenomena of possible one-step random delay and multiple packet dropouts in data transmission by networks. Based on an innovative analysis approach, the optimal linear filter, predictor and smoother for the state are presented in a linear minimum variance sense. They are solved based on a Riccati equation and a Lyapunov equation. A sufficient condition for the existence of the steady-state estimators is given. A simulation example verifies their effectiveness.

Key words:Optimal linear estimator, random delay, packet dropout, linear minimum variance

ReleaseDate:2014-07-21 16:25:22

Funds:Supported by National Natural Science Foundation of China (60874062), Program for New Century Excellent Talents in University (NCET-10-0133), Program for New Century Excellent Talents in Heilongjiang Province (1154-NCET-01), Program for High-qualified Talents in Heilongjiang University (Hdtd2010-03), and Heilongjiang Provincial Key Laboratory of Colleges and Universities



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