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Optimal Kalman Filtering for a Class of State Delay Systems with Randomly Multiple Sensor Delays

Author

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  • Dongyan Chen
  • Long Xu

Abstract

The optimal Kalman filtering problem is investigated for a class of discrete state delay stochastic systems with randomly multiple sensor delays. The phenomenon of measurement delay occurs in a random way and the delay rate for each sensor is described by a Bernoulli distributed random variable with known conditional probability. Based on the innovative analysis approach and recursive projection formula, a new linear optimal filter is designed such that, for the state delay and randomly multiple sensor delays with different delay rates, the filtering error is minimized in the sense of mean square and the filter gain is designed by solving the recursive matrix equation. Finally, a simulation example is given to illustrate the feasibility and effectiveness of the proposed filtering scheme.

Suggested Citation

  • Dongyan Chen & Long Xu, 2014. "Optimal Kalman Filtering for a Class of State Delay Systems with Randomly Multiple Sensor Delays," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).
    • Handle: RePEc:wly:jnlaaa:v:2014:y:2014:i:1:n:716716
    DOI: 10.1155/2014/716716
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    References listed on IDEAS

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    1. Jinling Liang & Bo Shen & Hongli Dong & James Lam, 2011. "Robust distributed state estimation for sensor networks with multiple stochastic communication delays," International Journal of Systems Science, Taylor & Francis Journals, vol. 42(9), pages 1459-1471.
    2. Yunfeng Liu & Jidong Suo & Hamid Reza Karimi & Xiaoming Liu, 2014. "A Filtering Algorithm for Maneuvering Target Tracking Based on Smoothing Spline Fitting," Abstract and Applied Analysis, Hindawi, vol. 2014, pages 1-6, February.
    3. Yunfeng Liu & Jidong Suo & Hamid Reza Karimi & Xiaoming Liu, 2014. "A Filtering Algorithm for Maneuvering Target Tracking Based on Smoothing Spline Fitting," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).
    4. Jun Hu & Zidong Wang & Hongli Dong & Huijun Gao, 2013. "Recent Advances on Recursive Filtering and Sliding Mode Design for Networked Nonlinear Stochastic Systems: A Survey," Mathematical Problems in Engineering, Hindawi, vol. 2013, pages 1-12, December.
    5. Shen Yin & Steven Ding & Adel Abandan Sari & Haiyang Hao, 2013. "Data-driven monitoring for stochastic systems and its application on batch process," International Journal of Systems Science, Taylor & Francis Journals, vol. 44(7), pages 1366-1376.
    6. Jun Wang & Changfeng Ge & Dong Sun Lee & Michael A. Sek & Vanee Chonhenchob, 2013. "Mathematical Problems in Packaging Engineering," Mathematical Problems in Engineering, Hindawi, vol. 2013, pages 1-2, November.
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