Optimal linear estimators for systems with random measurement delays  

作　　者：Sun, Shuli  Tian, Tian 

机构地区：[1] School of Electronic Engineering, Heilongjiang University, Harbin Heilongjiang 150080, China

出　　处：《控制理论与应用（英文版）》2011年第1期76-82,共7页

基　　金：supported by the Natural Science Foundation of China (No. 60874062);the Program for New Century Excellent Talents in University(No. NCET-10-0133);that in Heilongjiang Province (No.1154-NCET-01)

摘　　要：This paper is concerned with the optimal linear estimation problem for linear discrete-time stochastic systems with random measurement delays. A new model that describes the random delays is constructed where possible the largest delay is bounded. Based on this new model, the optimal linear estimators including filter, predictor and smoother are developed via an innovation analysis approach. The estimators are recursively computed in terms of the solutions of a Riccati difference equation and a Lyapunov difference equation. The steady-state estimators are also investigated. A sufficient condition for the convergence of the optimal linear estimators is given. A simulation example shows the effectiveness of the proposed algorithms.This paper is concerned with the optimal linear estimation problem for linear discrete-time stochastic systems with random measurement delays. A new model that describes the random delays is constructed where possible the largest delay is bounded. Based on this new model, the optimal linear estimators including filter, predictor and smoother are developed via an innovation analysis approach. The estimators are recursively computed in terms of the solutions of a Riccati difference equation and a Lyapunov difference equation. The steady-state estimators are also investigated. A sufficient condition for the convergence of the optimal linear estimators is given. A simulation example shows the effectiveness of the proposed algorithms.

关 键 词：Optimal linear estimation Random measurement delays Innovation analysis approach Riccati difference equation Lyapunov difference equation 

分 类 号：TP13[自动化与计算机技术—控制理论与控制工程]