| 带有一步随机滞后和不连续丢包离散系统的最优滤波 |
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| 引用本文： | 孙书利,丁健.带有一步随机滞后和不连续丢包离散系统的最优滤波[J].黑龙江大学自然科学学报,2011,28(4):555-560. |
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| 作者姓名： | 孙书利 丁健 |
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| 作者单位： | 黑龙江大学自动化系,哈尔滨,150080 |
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| 基金项目： | Supported by the Natural Science Foundation of China(NSFC-60874062); the Key Project of Chinese Ministry of Education(209038); Program for New Century Excellent Talents in University(NCET-10-0133;1154-NCET-01); the Program for High-qualified Talents and Province Key Laboratory(Hdtd2010-03) |
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| 摘 要： | 研究了带有一步随机滞后和不连续丢包离散随机线性系统的线性估计问题.通过一个满足Ber-noulli分布的随机变量来描述这种可能的滞后和丢包现象.基于所建立的新模型,利用射影理论提出了一个在线性最小方差意义下的递推的最优线性滤波器.并给出了稳态线性滤波器存在的一个充分条件.当不存在随机滞后和丢包时,所提出的滤波器退化为标...
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| 关 键 词： | 线性滤波器 随机滞后 不连续丢包 稳态滤波器 射影理论 |
Optimal filtering for discrete-time systems with one-step random delays and inconsecutive packet dropouts |
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| SUN Shu-li,DING Jian.Optimal filtering for discrete-time systems with one-step random delays and inconsecutive packet dropouts[J].Journal of Natural Science of Heilongjiang University,2011,28(4):555-560. |
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| Authors: | SUN Shu-li DING Jian |
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| Institution: | SUN Shu-li,DING Jian(Department of Automation,Heilongjiang University,Harbin 150080,China) |
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| Abstract: | It is concerned with the linear estimation problem for discrete-time stochastic linear systems with one-step random delays and inconsecutive packet dropouts.A new model is constructed to describe the phenomena of the possible delay and packet dropouts by using a Bernoulli distributed stochastic variable.Based on the new developed model,a recursive optimal linear filter is presented in the linear minimum variance sense by projection theory.A sufficient condition for the existence of the steady-state linear f... |
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| Keywords: | linear filter random delay inconsecutive packet dropout steady-state filter projection theory |
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