Optimal linear estimator for discrete-time systems with random delays
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Author(s)
Detail(s)
Original language | English |
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Pages (from-to) | 19-27 |
Journal / Publication | Journal of Control Theory and Applications |
Volume | 10 |
Issue number | 1 |
Publication status | Published - Feb 2012 |
Link(s)
Abstract
In this paper, optimal estimation for discrete-time linear time-varying systems with randomly state and measurement delays is considered. By introducing a set of binary random variables, the system is converted into the one with both multiplicative noises and constant delays. Then, an estimator which includes the cases of smoothing and filtering, is derived via the projection formula, and the solution is given in terms of a partial difference Riccati equation with boundary conditions. A predictor for such systems is also presented based on the proposed filter and smoother. The obtained estimators have the same dimension as the original state. Conditions for existence, uniqueness, and stability of the steady-state optimal estimators are studied for time-invariant cases. In this case, the obtained estimators are very easy to implement and all calculations can be performed off line, leading to a linear time-invariant estimator. © 2012 South China University of Technology, Academy of Mathematics and Systems Science, Chinese Academy of Sciences and Springer-Verlag Berlin Heidelberg.
Research Area(s)
- Asymptotic stability, Optimal estimator, Partial difference equations, Projection formula, Random delay
Citation Format(s)
Optimal linear estimator for discrete-time systems with random delays. / Han, Chunyan; Zhang, Huanshui; Feng, Gang.
In: Journal of Control Theory and Applications, Vol. 10, No. 1, 02.2012, p. 19-27.
In: Journal of Control Theory and Applications, Vol. 10, No. 1, 02.2012, p. 19-27.
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review