Optimal filtering for systems with multiple packet dropouts

被引：76

作者：

Sun, Shuli ^{[1
]}

Xie, Lihua ^{[1
]}

Xiao, Wendong ^{[2
]}

Xiao, Nan ^{[1
]}

机构：

[1] Nanyang Technol Univ, Sch Elect & Elect Engn, Singapore 639798, Singapore

[2] Inst Infocomm Res, Media Proc Dept, Singapore, Singapore

来源：

IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS II-EXPRESS BRIEFS | 2008年 / 55卷 / 07期

关键词：

Lyapunov equation; optimal linear filter; packet dropouts; random measurement delays; Riccati equation;

D O I：

10.1109/TCSII.2008.921576

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

This paper is concerned with the optimal filtering problem for discrete-time stochastic linear systems with multiple packet dropouts, where the number of consecutive packet dropouts is limited by a known upper bound. Without resorting to state augmentation, the system is converted to one with measurement delays and a moving average (MV) colored measurement noise. An unbiased optimal filter is developed in the linear least-mean-square sense. Its solution depends on the recursion of a Riccati equation and a Lyapunov equation. A numerical example shows the effectiveness of the proposed filter.

引用

页码：695 / 699

页数：5

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