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Linear optimal estimation for discrete-time systems with measurement-delay and packet dropping

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  • Song, Xinmin
  • Duan, Zhenhua
  • Park, Ju H.

Abstract

This paper is concerned with the remote estimation problem for measurement-delay system over a packet-dropping network. The packet-dropping phenomenon in every communication channel is described by an independent and identically distributed Bernoulli process. An optimal linear filter is provided in the linear minimum mean square error sense by applying the reorganized innovation analysis approach. The solution to the filter is given in terms of two Riccati difference equations and one Lyapunov difference equation. Further, the infinite horizon filter is investigated under the condition of system stability. In the end, we supply a numerical example to show the effectiveness of our proposed estimation approach.

Suggested Citation

  • Song, Xinmin & Duan, Zhenhua & Park, Ju H., 2016. "Linear optimal estimation for discrete-time systems with measurement-delay and packet dropping," Applied Mathematics and Computation, Elsevier, vol. 284(C), pages 115-124.
    • Handle: RePEc:eee:apmaco:v:284:y:2016:i:c:p:115-124
    DOI: 10.1016/j.amc.2016.02.046
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    References listed on IDEAS

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    1. Li, Zhi-Min & Chang, Xiao-Heng & Yu, Lu, 2016. "Robust quantized H∞ filtering for discrete-time uncertain systems with packet dropouts," Applied Mathematics and Computation, Elsevier, vol. 275(C), pages 361-371.
    2. Tang, Ze & Park, Ju H. & Lee, Tae H., 2016. "Dynamic output-feedback-based H∞ design for networked control systems with multipath packet dropouts," Applied Mathematics and Computation, Elsevier, vol. 275(C), pages 121-133.
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    Citations

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    Cited by:

    1. Du, Dongsheng, 2017. "Fault detection for discrete-time linear systems based on descriptor observer approach," Applied Mathematics and Computation, Elsevier, vol. 293(C), pages 575-585.
    2. Shi, Chong-Xiao & Yang, Guang-Hong, 2018. "Robust consensus control for a class of multi-agent systems via distributed PID algorithm and weighted edge dynamics," Applied Mathematics and Computation, Elsevier, vol. 316(C), pages 73-88.
    3. Wu, Xifen & Bao, Haibo, 2023. "H∞ state estimation for multiplex networks with randomly occurring sensor saturations," Applied Mathematics and Computation, Elsevier, vol. 437(C).
    4. Fu, Xiaoyu & Song, Xinmin & Liu, Xiyu & Zhang, Min, 2023. "Distributed state estimation with state equality constraints in the presence of packet dropping," Applied Mathematics and Computation, Elsevier, vol. 451(C).
    5. Cui, Beibei & Song, Xinmin & Liu, Xiyu, 2019. "Unbiased steady minimum-variance estimation for systems with measurement-delay and unknown inputs," Applied Mathematics and Computation, Elsevier, vol. 356(C), pages 379-391.
    6. Zeng, Deqiang & Zhang, Ruimei & Liu, Yajuan & Zhong, Shouming, 2017. "Sampled-data synchronization of chaotic Lur’e systems via input-delay-dependent-free-matrix zero equality approach," Applied Mathematics and Computation, Elsevier, vol. 315(C), pages 34-46.
    7. Mahmoud, Magdi S. & Almutairi, Naif B., 2016. "Feedback fuzzy control for quantized networked systems with random delays," Applied Mathematics and Computation, Elsevier, vol. 290(C), pages 80-97.
    8. Zhou, Jianping & Park, Ju H. & Ma, Qian, 2016. "Non-fragile observer-based H∞ control for stochastic time-delay systems," Applied Mathematics and Computation, Elsevier, vol. 291(C), pages 69-83.
    9. Li, Yueyang & Liu, Shuai & Zhong, Maiying & Ding, Steven X., 2018. "State estimation for stochastic discrete-time systems with multiplicative noises and unknown inputs over fading channels," Applied Mathematics and Computation, Elsevier, vol. 320(C), pages 116-130.
    10. Shi, Xuanxuan & Shen, Mouquan, 2019. "A new approach to feedback feed-forward iterative learning control with random packet dropouts," Applied Mathematics and Computation, Elsevier, vol. 348(C), pages 399-412.

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