Linear estimation for random delay systems |
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Authors: | Huanshui Zhang Gang FengChunyan Han |
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Affiliation: | a School of Control Science and Engineering, Shandong University, Jinan 250061, Shandong, PR Chinab Department of Manufacturing Engineering and Engineering Management, City University of Hong Kong, Hong Kongc School of Control Science and Engineering, University of Jinan, Jinan 250022, Shandong, PR China |
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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. |
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Keywords: | Linear estimation Random delay Reorganized innovation analysis Riccati equation Convergence Stability |
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