引用本文:王宝凤,郭戈.具有Markovian时延与丢包的离散系统的状态估计[J].控制理论与应用,2009,26(12):1331~1336.[点击复制]
WANG Bao-feng,GUO Ge.State estimation for discrete-time systems with Markovian time-delay and packet loss[J].Control Theory and Technology,2009,26(12):1331~1336.[点击复制]
具有Markovian时延与丢包的离散系统的状态估计
State estimation for discrete-time systems with Markovian time-delay and packet loss
摘要点击 2078  全文点击 1125  投稿时间:2008-07-17  修订日期:2009-03-26
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DOI编号  10.7641/j.issn.1000-8152.2009.12.CCTA080764
  2009,26(12):1331-1336
中文关键词  Markovian时延  丢包  状态估计  卡尔曼滤波
英文关键词  Markovian time-delay  packet loss  state estimation  Kalman filtering
基金项目  国家自然科学基金资助项目(60994013); 新世纪优秀人才支持计划项目(NCET-04-0982); 霍英东教育基金资助项目(111066).
作者单位E-mail
王宝凤 大连海事大学 信息科学技术学院  
郭戈* 大连海事大学 信息科学技术学院 geguo@yeah.net 
中文摘要
      网络化控制系统中经常会因网络带宽有限而导致数据包在网络中传输时产生时延甚至丢失. 本文主要研究具有Markovian时延与丢包的离散线性系统的状态估计问题. 通过在估计器端设置适当长度的缓存器, 把具有多状态Markovian时延与丢包的离散定常系统建模成数据包到达过程为两状态Markovian模型的离散时变系统, 并基于跳跃线性估计器的思想提出了一类特殊的估计器, 即限定接收历史估计器(FRHE). 在最大时延已知时, 给出了可选增益的最优FRHE设计策略. 该策略虽然是次优, 却能提供简便的计算. 通过与时变Kalman估计器((TVKE)的仿真对比,表明所提策略的有效性.
英文摘要
      In networked control systems, data packet transmission time-delays or even dropouts are always inevitable due to bandwidth constraints. The state estimation problem for discrete-time linear systems with Markovian time-delay and packet loss is considered. By setting a buffer with appropriate length on the estimator site, a discrete time-invariant system with multiple-state Markovian time-delay and packet loss is modeled as a time-variant system whose data receiving process is described by a two-state Markov chain. Based on the idea of jump linear estimator, we propose a special class of estimator, termed finite reception history estimator (FRHE). The optimal FRHE design strategy is developed under a known maximum time-delay. Although the FRHE is suboptimal, it provides a computationally inexpensive estimation method. A simulation example is presented to demonstrate the effectiveness of the proposed strategy by comparing to time varying Kalman estimator (TVKE).