Optimal linear estimator for discrete-time systems with random delays

查看全文 作　　者：Chunyan [1]HAN;Huanshui [2]ZHANG;Gang [3]FENG

机构地区：[1]School of Control Science and Engineering, University of Jinan, Jinan Shandong 250022, China;[2]School of Control Science and Engineering, Shandong University, Jinan Shandong 250061, China;[3]Department of Manufacturing Engineering and Engineering Management, City University of Hong Kong, Hong Kong, China

出　　处：《控制理论与应用(英文版)》索引2012年第10卷第1期,共9页

基　　金：supported by the Natural Science Foundation of Shandong Province (No. ZR2011FQ020);the National Natural Science Foundation for Distinguished YoungScholars of China (No. 60825304);the National Natural Science Foundation of China (Nos. 61104050, 61074021) 摘　　要：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. 关键词：离散时间系统线性估计随机延迟 RICCATI方程最优估计线性时不变时滞系统线性时变

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Optimal linear estimator for discrete-time systems with random delays

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