Unbiased Minimum Variance Estimation for Discrete-Time Systems with Measurement Delay and Unknown Measurement Disturbance

被引：0

作者：

Guan, Yu ^{[1
]}

Song, Xinmin ^{[1
,2
]}

机构：

[1] Shandong Normal Univ, Sch Informat Sci & Engn, Jinan 250014, Shandong, Peoples R China

[2] Shandong Normal Univ, Inst Data Sci & Technol, Jinan 250014, Shandong, Peoples R China

来源：

MATHEMATICAL PROBLEMS IN ENGINEERING | 2018年 / 2018卷

基金：

美国国家科学基金会;

关键词：

OUTPUT-FEEDBACK STABILIZATION; ORDER NONLINEAR-SYSTEMS; STATE ESTIMATION; ASYMPTOTIC STABILITY; MULTIAGENT SYSTEMS; OPTIMALITY; CONSENSUS; FILTER; INPUTS;

D O I：

10.1155/2018/2831561

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

This paper addresses the state estimation problem for stochastic systems with unknown measurement disturbances whose any prior information is unknown and measurement delay resulting from the inherent limited bandwidth. For such complex systems, the Kalman-like one-step predictor independent of unknown measurement disturbances is designed based on the linear unbiased minimum variance criterion and the reorganized innovation analysis approach. One simulation example shows the effectiveness of the proposed algorithms.

引用

页数：7

共 50 条

[31] Simultaneous Estimation of the State, Unknown Input, and Output Disturbance in Discrete-Time Linear Systems
Alenezi, Badriah
Zhang, Mukai
Hui, Stefen
Zak, Stanislaw H.
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2021, 66 (12) : 6115 - 6122
[32] MINIMUM VARIANCE CONTROL OF DISCRETE-TIME MULTIVARIABLE ARMAX SYSTEMS
SHAKED, U
KUMAR, PR
[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1986, 24 (03) : 396 - 411
[33] Extension of unbiased minimum-variance input and state estimation for systems with unknown inputs
Hsieh, Chien-Shu
[J]. AUTOMATICA, 2009, 45 (09) : 2149 - 2153
[34] On the global optimality of unbiased minimum-variance state estimation for systems with unknown inputs
Hsieh, Chien-Shu
[J]. AUTOMATICA, 2010, 46 (04) : 708 - 715
[35] Linear Optimal Estimation of Discrete-time Systems with Multiple Measurement Delays
Liu, Shuai
Xie, Lihua
[J]. PROCEEDINGS OF THE 36TH CHINESE CONTROL CONFERENCE (CCC 2017), 2017, : 1811 - 1816
[36] Implementation Issues of Unbiased Minimum-Variance State Estimation for Systems with Unknown Inputs
Hsieh, Chien-Shu
Majidi, Mohammad Ali
[J]. 2014 CACS INTERNATIONAL AUTOMATIC CONTROL CONFERENCE (CACS 2014), 2014, : 323 - 328
[37] Unbiased Minimum Variance State and Fault Estimation for Nonlinear Stochastic Systems with Unknown Disturbances
Talel, Bessaoudi
Marouen, Herrili
Faycal, Ben Hmida
[J]. 2015 16TH INTERNATIONAL CONFERENCE ON SCIENCES AND TECHNIQUES OF AUTOMATIC CONTROL AND COMPUTER ENGINEERING (STA), 2015, : 290 - 294
[38] Optimal filtering for systems with unknown inputs via unbiased minimum-variance estimation
Hsieh, Chien-Shu
[J]. TENCON 2006 - 2006 IEEE REGION 10 CONFERENCE, VOLS 1-4, 2006, : 420 - 423
[39] Progressive Bayesian estimation for nonlinear discrete-time systems: The measurement step
Hanebeck, UD
[J]. PROCEEDINGS OF THE IEEE INTERNATIONAL CONFERENCE ON MULTISENSOR FUSION AND INTEGRATION FOR INTELLIGENT SYSTEMS, 2003, : 173 - 178
[40] Improvement on state estimation for discrete-time LTI systems with measurement loss
Khan, Naeem
Fekri, Sajjad
Gu, Dawei
[J]. MEASUREMENT, 2010, 43 (10) : 1609 - 1622

← 1 2 3 4 5 →