Optimal linear estimator for stochastic uncertain systems with correlated noises, random measurement delays and losses
WANG Xin
SUN Shu-li
Abstract：For the complex networked control systems (NCSs) with finite-step correlated noises, multiplicative noises, multi-step random measurement delays and losses, we analyze the correlations between the noise and state, the noise and measurement, the noise and innovation, the measurement and innovation, and the state and innovation in terms of the step number of correlated noises. Moreover, the recursive formulas of correlation matrices are derived. The linear minimum variance optimal linear estimators, including filter, predictor and smoother, are presented by using projection theory. A simulation example of the three-tank water system under a network monitoring environment shows the effectiveness of the proposed algorithms.
Keywords：finite-step correlated noisemultiplicative noiserandom measurement delay and lossoptimal linear esti-matorprojection theory
Publication Date：2017-01-01
Online Publishing Date：2025-08-15(First online date of this platform, not the publication date of the document)
Pages：10( 609-618 )