具有Markovian时延与丢包的离散系统的状态估计

网络化控制系统中经常会因网络带宽有限而导致数据包在网络中传输时产生时延甚至丢失.本文主要研究具有Markovian时延与丢包的离散线性系统的状态估计问题.通过在估计器端设置适当长度的缓存器,把具有多状态Markovian时延与丢包的离散定常系统建模成数据包到达过程为两状态Markovian模型的离散时变系统,并基于跳跃线性估计器的思想提出了一类特殊的估计器,即限定接收历史估计器 (FRHE).在最大时延已知时,给出了可选增益的最优RHE设计策略.该策略虽然是次优,却能提供简便的计算.通过与时变Kalman估计器 (TVKE)的仿真对比,表明所提策略的有效性.

State estimation for discrete-time systems with Markovian time-delay and packet loss

In networked control systems, data packet transmission time-delays or even dropouts are always inevitable due to bandwidth constraints. The state estimation problem for discrete-time linear systems with Markovian time-delay and packet loss is considered. By setting a buffer with appropriate length on the estimator site, a discrete time-invariant system with multiple-state Markovian time-delay and packet loss is modeled as a time-variant system whose data receiving process is described by a two-state Markov chain. Based on the idea of jump linear estimator, we propose a special class of estimator, termed finite reception history estimator (FRHE). The optimal FRHE design strategy is developed under a known maximum time-delay. Although the FRHE is suboptimal, it provides a computationally inexpensive estimation method. A simulation example is presented to demonstrate the effectiveness of the proposed strategy by comparing to time varying Kalman estimator (TVKE).