Optimal full-order filtering for discrete-time systems with random measurement delays and multiple packet dropouts

详细信息    查看全文

• 作者：Shuli Sun ; Lihua Xie ; Wendong Xiao
• 关键词：Full ; order filter ; Random delay ; Packet dropouts ; Riccati difference equation
• 刊名：Control Theory and Technology
• 出版年：2010
• 出版时间：February 2010
• 年：2010
• 卷：8
• 期：1
• 页码：105-110
• 全文大小：220 KB
• 参考文献：[1]Y. Halevi, A. Ray. Integrated communication and control systems-Part I: Analysis[J]. Journal of Dynamic Systems, Measurement, and Control, 1988, 110(4): 367鈥?73.CrossRef
  [2]A. Ray, Y. Halevi. Integrated communication and control systems- Part II: Design considerations[J]. Journal of Dynamic Systems, Measurement, and Control, 1988, 110(4): 374鈥?81.CrossRef
  [3]J. Nilsson, B. Bernhardsson, B. Wittenmark. Stochastic analysis and control of real-time systems with random time delays[J]. Automatica, 1998, 34(9): 57鈥?4.MATH CrossRef MathSciNet
  [4]H. Zhang, L. Xie. Control and Estimation of Systems with Input/Output Delays[M]. New York: Springer-Velag, 2007.
  [5]E. Yaz, A. Ray. Linear unbiased state estimation for random models with sensor delay[C]//Proceedings of the 35th IEEE Conference on Decision and Control. New York: IEEE, 1996: 47鈥?2.
  [6]E. Yaz, A. Ray. Linear unbiased state estimation under randomly varying bounded sensor delay[J]. Applied Mathematics Letters, 1996, 11(4): 27鈥?2.CrossRef MathSciNet
  [7]M. T. Hadidi, S. C. Schwartz. Linear recursive state estimators under uncertain observations[J]. IEEE Transactions on Automatic Control, 1979, 24(6): 944鈥?48.MATH CrossRef MathSciNet
  [8]A. Ray, Y. Halevi. Integrated communication and control systems- Part II: Design considerations[J]. Journal of Dynamic Systems, Measurement and Control, 1988, 110(4): 374鈥?81.CrossRef
  [9]A. Ray, L. Liou, J. Shen. State estimation using randomly delayed measurements[J]. Journal of Dynamic Systems, Measurement and Control, 1993, 115(1): 19鈥?6.CrossRef
  [10]Y. I. Yaz, E. E. Yaz, M. J. Mohseni. LMI-based state estimation for some discrete-time stochastic models[C]//Proceedings of the 1998 IEEE International Conference on Control Applications. New York: IEEE, 1998: 456鈥?60.
  [11]C. Su, C. Lu. Interconnected network state estimation using randomly delayed measurements[J]. IEEE Transactions on Power Systems, 2001, 16(4): 870鈥?78.CrossRef
  [12]S. Nakamori, R. Caballero-Aguila, A. Hermoso-Carazo, et al. Linear recursive discrete-time estimators using covariance information under uncertain observations[J]. Signal Processing, 2003, 83(7): 1553鈥?559.MATH CrossRef MathSciNet
  [13]S. Nakamori, R. Caballero-Aguila, A. Hermoso-Carazo, et al. Recursive estimators of signals from measurements with stochastic delays using covariance information[J]. Applied Mathematics and Computation, 2005, 162(1): 65鈥?9.MATH CrossRef MathSciNet
  [14]Z. Wang, D. W. C. Ho, X. Liu. Robust filtering under randomly varying sensor delay with variance constraints[J]. IEEE Transactions on Circuits and Systems-II: Express Briefs, 2004, 51(6): 320鈥?26.CrossRef
  [15]Z. Wang, F. Yang, D. W. C. Ho, et al. Robust H-infinity filtering for stochastic time-delay systems with missing measurements[J]. IEEE Transactions on Signal Processing. 2006, 54(7): 2579鈥?587.CrossRef
  [16]J. S. Evans, V. Krishnamurthy. Hidden Markov model state estimation with randomly delayed observations[J]. IEEE Transactions on Signal Processing, 1999, 47(8): 2157鈥?166.MATH CrossRef
  [17]V. Saligrama, M. Alanyali. Distributed detection in sensor networks with packet losses and finite capacity links[J]. IEEE Transactions on Signal Processing, 2006, 54(11): 4118鈥?132.CrossRef
  [18]M. Sahebsara, T. Chen, S. L. Shah. Optimal H2 filtering with random sensor delay, multiple packet dropout and uncertain observations[J]. International Journal of Control, 2007, 80(2): 292鈥?01.MATH CrossRef MathSciNet
  [19]S. Sun, L. Xie, W. Xiao, et al. Optimal linear estimation for systems with multiple packet dropouts[J]. Automatica, 2008, 44(5): 1333鈥?342.CrossRef MathSciNet
  [20]S. Sun, L. Xie, W. Xiao, et al. Optimal filtering for systems with multiple packet dropouts[J]. IEEE Transactions on Circuits and Systems-II: Express Briefs, 2008, 55(7): 695鈥?99.CrossRef
  [21]W. L. de Koning. Optimal estimation of linear discrete-time systems with stochastic parameters[J]. Automatica, 1984, 20(1): 113鈥?15.MATH CrossRef
  [22]I. Kolmanovsky, T. L. Maizenberg. Stochastic stability of a class of nonlinear systems with randomly varying time-delay[C]//Proceedings of the American Control Conference. New York: IEEE, 2000: 4304鈥?308.
  [23]V. B. Kolmanovskii, T. L. Maizenberg, J. P. Richard. Mean square stability of difference equations with a stochastic delay[J]. Nonlinear Analysis-Theory Methods & Applications, 2005, 52(3): 795鈥?04.CrossRef MathSciNet
  [24]B. Sinopoli, L. Schenato, M. Franceschetti, et al. Kalman filtering with intermittent observations[J]. IEEE Transactions on Automatic Control, 2004, 49(9): 1453鈥?464.CrossRef MathSciNet
  [25]F. Lewis, L. Xie, D. Popa. Optimal and Robust Estimation[M]. London: CRC Press, 2007.
  
• 作者单位：Shuli Sun (1)
  Lihua Xie (2)
  Wendong Xiao (3)
  
  1. School of Electronic Engineering, Heilongjiang University, Harbin Heilongjiang, 150080, China
  2. School of Electrical and Electronic Engineering, Nanyang Technological University, Singapore, 639798, Singapore
  3. Institute for Infocomm Research, Singapore, 138632, Singapore
  
• 刊物类别：Control; Systems Theory, Control; Optimization; Computational Intelligence; Complexity; Control, Rob
• 刊物主题：Control; Systems Theory, Control; Optimization; Computational Intelligence; Complexity; Control, Robotics, Mechatronics;
• 出版者：South China University of Technology and Academy of Mathematics and Systems Science, CAS
• ISSN：2198-0942

文摘

This paper is concerned with the estimation problem for discrete-time stochastic linear systems with possible single unit delay and multiple packet dropouts. Based on a proposed uncertain model in data transmission, an optimal full-order filter for the state of the system is presented, which is shown to be of the form of employing the received outputs at the current and last time instants. The solution to the optimal filter is given in terms of a Riccati difference equation governed by two binary random variables. The optimal filter is reduced to the standard Kalman filter when there are no random delays and packet dropouts. The steady-state filter is also investigated. A sufficient condition for the existence of the steady-state filter is given. The asymptotic stability of the optimal filter is analyzed. Keywords Full-order filter Random delay Packet dropouts Riccati difference equation