Optimal state estimation using randomly delayed measurements without time stamping

Title: Optimal state estimation using randomly delayed measurements without time stamping
Creator: Yang, Yuanhua; Fu, Minyue; Zhang, Huanshui
Relation: International Journal of Robust and Nonlinear Control Vol. 24, Issue 17, p. 2653-2668
Publisher Link: http://dx.doi.org/10.1002/rnc.3016
Publisher: John Wiley & Sons
Resource Type: journal article
Date: 2014
Description: This paper studies an optimal state estimation (Kalman filtering) problem under the assumption that output measurements are subject to random time delays caused by network transmissions without time stamping. We first propose a random time delay model which mimics many practical digital network systems. We then study the so-called unbiased, uniformly bounded linear state estimators and show that the estimator structure is given based on the average of all received measurements at each time for different maximum time delays. 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.
Subject: control over communications; networked control systems; optimal state estimation; Kalman filtering; time-delay systems
Identifier: http://hdl.handle.net/1959.13/1295954
Identifier: uon:19153
Identifier: ISSN:1049-8923
Language: eng
Reviewed

		Thumbnail	File	Description	Size	Format