带丢包Markov切换线性系统的状态估计问题研究

针对一类带丢包的Markov切换系统,提出一种含有双Markov切换参数的交互式多模型算法.该算法利用一个二态的Markov链对系统是否丢包进行建模,得到双Markov链系统,通过定义乘积集将两个Markov切换参数所对应的模型集进行融合,并给出单个模型集中各模型与乘积集中各模型的对应关系.在此基础上,以交互式多模型算法为框架,采用分层的方法,并利用一种新的最优估计算法对双Markov链系统进行滤波.仿真实验证明了该算法的有效性.

State Estimation for Jump Markov Linear Systems with Packet Dropouts

This study is devoted to the state estimation problem for a class of jump Markov linear systems with packet dropouts.The behavior of packet dropouts is described by a two-state ( i.e.,packet-dropping and normal) Markov chain with known transition probability matrix,which is independent of the system dynamics.Therefore,the obtained system can be modeled as a jump Markov linear system with two switching parameters.A product set is defined to combine the two mode sets and the corresponding relationship between models in the product set and models in the individual mode set is giv-en.Based on the product set,we cast the model into the framework of the interacting multiple model ( IMM) algorithm and the filtering steps are carried out in a layered manner.Furthermore,an optimal estimation algorithm is combined with the IMM to obtain the filtering results of the system.A maneuvering target tracking example is presented to prove the effective-ness of the proposed algorithm.