Linear estimation for random delay systems

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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Author(s)

Detail(s)

Original languageEnglish
Pages (from-to)450-459
Journal / PublicationSystems and Control Letters
Volume60
Issue number7
Online published10 May 2011
Publication statusPublished - Jul 2011

Abstract

This paper is concerned with the linear estimation problems for discrete-time systems with random delayed observations. When the random delay is known online, i.e., time-stamped, the random delayed system is reconstructed as an equivalent delay-free one by using measurement reorganization technique, and then an optimal linear filter is presented based on the Kalman filtering technique. However, the optimal filter is time-varying, stochastic, and does not converge to a steady state in general. Then an alternative suboptimal filter with deterministic gains is developed under a new criteria. The estimator performance in terms of their error covariances is provided, and its mean square stability is established. Finally, a numerical example is presented to illustrate the efficiency of proposed estimators.

Research Area(s)

  • Convergence, Linear estimation, Random delay, Reorganized innovation analysis, Riccati equation, Stability

Citation Format(s)

Linear estimation for random delay systems. / Zhang, Huanshui; Feng, Gang; Han, Chunyan.

In: Systems and Control Letters, Vol. 60, No. 7, 07.2011, p. 450-459.

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review