| 具有一步随机滞后和多丢包的网络系统的最优线性估计 |
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| 引用本文： | 孙书利.具有一步随机滞后和多丢包的网络系统的最优线性估计[J].自动化学报,2012,38(3):349-356. |
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| 作者姓名： | 孙书利 |
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| 作者单位： | 1.黑龙江大学电子工程学院自动化系 哈尔滨 150080 |
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| 基金项目： | 国家自然科学基金(60874062);教育部新世纪优秀人才支持计划(NCET-10-0133);黑龙江省普通高等学校新世纪优秀人才培养计划(1154-NCET-01);黑龙江大学高层次人才创新团队(Hdtd2010-03);黑龙江省高校重点实验室资助~~ |
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| 摘 要： | 研究了具有随机时滞和丢包的网络系统的最优线性估计问题.本文通过两个满足 Bernoulli分布的随机变量来描述网络数据传输中可能存在的一步随机滞后和多丢包现象. 并基于新息分析方法,提出了线性最小方差下的最优线性状态滤波器、预报器和平滑器. 它们通过解一个Riccati方程和一个Lyapunov方程得到.最后,给出了稳态估值器存在的一个充分条件. 并通过仿真例子验证其有效性.
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| 关 键 词： | 最优线性估值器 随机滞后 丢包 线性最小方差 |
| 收稿时间： | 2011-1-17 |
| 修稿时间： | 2011-5-18 |
Optimal Linear Estimation for Networked Systems with One-step Random Delays and Multiple Packet Dropouts |
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| SUN Shu-Li.Optimal Linear Estimation for Networked Systems with One-step Random Delays and Multiple Packet Dropouts[J].Acta Automatica Sinica,2012,38(3):349-356. |
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| Authors: | SUN Shu-Li |
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| Affiliation: | 1.Department of Automation, School of Electronic Engineering, Heilongjiang University, Harbin 150080 |
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| Abstract: | This paper is concerned with optimal linear estimation problem for networked systems with random delays and packet dropouts. Two Bernoulli distributed random variables are employed to describe the phenomena of possible one-step random delay and multiple packet dropouts in data transmission by networks. Based on an innovative analysis approach, the optimal linear filter, predictor and smoother for the state are presented in a linear minimum variance sense. They are solved based on a Riccati equation and a Lyapunov equation. A sufficient condition for the existence of the steady-state estimators is given. A simulation example verifies their effectiveness. |
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| Keywords: | Optimal linear estimator random delay packet dropout linear minimum variance |
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