具有一步随机滞后和多丢包的网络系统的最优线性估计

孙书利

doi:10.3724/SP.J.1004.2012.00349

具有一步随机滞后和多丢包的网络系统的最优线性估计

doi: 10.3724/SP.J.1004.2012.00349

孙书利^,

1.
黑龙江大学电子工程学院自动化系哈尔滨 150080

详细信息

通讯作者:
孙书利, 博士,黑龙江大学自动化系教授. 主要研究方向为状态估计,信息融合和传感器网络.E-mail: sunsl@hlju.edu.cn

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出版历程
- 收稿日期: 2011-01-17
- 修回日期: 2011-05-18
- 刊出日期: 2012-03-20

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

SUN Shu-Li^,

1.
Department of Automation, School of Electronic Engineering, Heilongjiang University, Harbin 150080

摘要

摘要: 研究了具有随机时滞和丢包的网络系统的最优线性估计问题.本文通过两个满足 Bernoulli分布的随机变量来描述网络数据传输中可能存在的一步随机滞后和多丢包现象. 并基于新息分析方法,提出了线性最小方差下的最优线性状态滤波器、预报器和平滑器. 它们通过解一个Riccati方程和一个Lyapunov方程得到.最后,给出了稳态估值器存在的一个充分条件. 并通过仿真例子验证其有效性.
- 最优线性估值器 /
- 随机滞后 /
- 丢包 /
- 线性最小方差
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.
- Optimal linear estimator /
- random delay /
- packet dropout /
- linear minimum variance

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参考文献(1)

[1]

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