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带多丢包和滞后随机不确定系统的最优线性估计

李娜 马静 孙书利

李娜, 马静, 孙书利. 带多丢包和滞后随机不确定系统的最优线性估计. 自动化学报, 2015, 41(3): 611-619. doi: 10.16383/j.aas.2015.c140484
引用本文: 李娜, 马静, 孙书利. 带多丢包和滞后随机不确定系统的最优线性估计. 自动化学报, 2015, 41(3): 611-619. doi: 10.16383/j.aas.2015.c140484
LI Na, MA Jing, SUN Shu-Li. Optimal Linear Estimation for Stochastic Uncertain Systems with Multiple Packet Dropouts and Delays. ACTA AUTOMATICA SINICA, 2015, 41(3): 611-619. doi: 10.16383/j.aas.2015.c140484
Citation: LI Na, MA Jing, SUN Shu-Li. Optimal Linear Estimation for Stochastic Uncertain Systems with Multiple Packet Dropouts and Delays. ACTA AUTOMATICA SINICA, 2015, 41(3): 611-619. doi: 10.16383/j.aas.2015.c140484

带多丢包和滞后随机不确定系统的最优线性估计

doi: 10.16383/j.aas.2015.c140484
基金项目: 

国家自然科学基金(61174139, 61403131), 黑龙江省杰出青年基金(JC201412), 黑龙江大学研究生创新科研项目(YJSCX2014-076HLJU)资助

详细信息
    作者简介:

    李娜 黑龙江大学电子工程学院硕士研究生.主要研究方向为状态估计. E-mail: sanguanyoulan@163.com

    通讯作者:

    孙书利 黑龙江大学电子工程学院教授.主要研究方向为网络系统滤波, 多传感器信息融合.本文通信作者. E-mail: sunsl@hlju.edu.cn

Optimal Linear Estimation for Stochastic Uncertain Systems with Multiple Packet Dropouts and Delays

Funds: 

Supported by National Natural Science Foundation of China (61174139, 61403131), Outstanding Youth Fund in Heilongjiang Province (JC201412), and Postgraduate Innovation Project of Heilongjiang Province (YJSCX2014-076HLJU)

  • 摘要: 研究了带多丢包和滞后网络化随机不确定系统的最优线性估计问题. 通过白色乘性噪声来描述系统参数的随机不确定性. 通过一组满足Bernoulli分布的随机变量来描述数据传输过程中发生的丢包和滞后现象. 应用新息分析方法, 设计了线性最小方差意义下的最优线性估值器, 包括滤波器, 预报器和平滑器. 给出了稳态估值器存在的一个充分条件. 仿真例子验证了其有效性.
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出版历程
  • 收稿日期:  2014-07-01
  • 修回日期:  2014-10-13
  • 刊出日期:  2015-03-20

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