带有随机通信时滞的状态估计

研究了测量值不带时间戳的网络控制系统的最优状态估计问题. 当最大的随机时滞界是一步滞后时, 对可能存在的乱序测量提出新的测量模型. 基于每一时刻收到的所有测量值的平均值构造估计器以保证不稳定网络控制系统的估计器是线性无偏的及估计误差协方差一致有界, 并通过求解离散黎卡提方程得到估计器增益. 在无偏性及误差协方差一致有界的意义下保证估计器是最优的. 最后给出仿真实例验证了该算法的有效性.

State Estimation Subject to Random Communication Delays

The state estimation problem is studied for the networked control systems subject to random communication delays and the measurements without time stamps. With the random delay bounded by one step only, a new measurement model is proposed for possibly out-of-sequence measurements. For unstable systems, to guarantee that the estimator is linear unbiased and the estimation error covariance is uniformly bounded, we show that the estimator structure is given based on the average of all received measurements at each time. The estimator gains can be derived by solving a set of recursive discrete-time Riccati equations. The estimator is guaranteed to be optimal in the sense that it is unbiased with uniformly bounded estimation error covariance. A simulation example shows the effectiveness of the proposed algorithm.