Optimal Linear Estimators for Time-Delay Systems with Fading Measurements and Correlated Noises
The optimal linear estimation problems are investigated in this paper for a class of discrete linear systems with fading measurements and correlated noises. Firstly, the fading measurements occur in a random way where the fading probabilities are regulated by probability mass functions in a given in...
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| Format: | Article |
| Language: | English |
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Wiley
2018-01-01
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| Series: | Journal of Electrical and Computer Engineering |
| Online Access: | http://dx.doi.org/10.1155/2018/2591970 |
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| _version_ | 1849413017205211136 |
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| author | Yazhou Li Jiayi Li Xin Wang |
| author_facet | Yazhou Li Jiayi Li Xin Wang |
| author_sort | Yazhou Li |
| collection | DOAJ |
| description | The optimal linear estimation problems are investigated in this paper for a class of discrete linear systems with fading measurements and correlated noises. Firstly, the fading measurements occur in a random way where the fading probabilities are regulated by probability mass functions in a given interval. Furthermore, time-delay exists in the system state and observation simultaneously. Additionally, the multiplicative noises are considered to describe the uncertainty of the state. Based on the projection theory, the linear minimum variance optimal linear estimators, including filter, predictor, and smoother are presented in the paper. Compared with conventional state augmentation, the new algorithm is finite-dimensionally computable and does not increase computational and storage load when the delay is large. A numerical example is provided to illustrate the effectiveness of the proposed algorithms. |
| format | Article |
| id | doaj-art-49fcb2a457eb47e893b2eefec84fbaa3 |
| institution | Kabale University |
| issn | 2090-0147 2090-0155 |
| language | English |
| publishDate | 2018-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Electrical and Computer Engineering |
| spelling | doaj-art-49fcb2a457eb47e893b2eefec84fbaa32025-08-20T03:34:17ZengWileyJournal of Electrical and Computer Engineering2090-01472090-01552018-01-01201810.1155/2018/25919702591970Optimal Linear Estimators for Time-Delay Systems with Fading Measurements and Correlated NoisesYazhou Li0Jiayi Li1Xin Wang2Electronic Engineering College, Heilongjiang University, Harbin 150080, ChinaElectronic Engineering College, Heilongjiang University, Harbin 150080, ChinaElectronic Engineering College, Heilongjiang University, Harbin 150080, ChinaThe optimal linear estimation problems are investigated in this paper for a class of discrete linear systems with fading measurements and correlated noises. Firstly, the fading measurements occur in a random way where the fading probabilities are regulated by probability mass functions in a given interval. Furthermore, time-delay exists in the system state and observation simultaneously. Additionally, the multiplicative noises are considered to describe the uncertainty of the state. Based on the projection theory, the linear minimum variance optimal linear estimators, including filter, predictor, and smoother are presented in the paper. Compared with conventional state augmentation, the new algorithm is finite-dimensionally computable and does not increase computational and storage load when the delay is large. A numerical example is provided to illustrate the effectiveness of the proposed algorithms.http://dx.doi.org/10.1155/2018/2591970 |
| spellingShingle | Yazhou Li Jiayi Li Xin Wang Optimal Linear Estimators for Time-Delay Systems with Fading Measurements and Correlated Noises Journal of Electrical and Computer Engineering |
| title | Optimal Linear Estimators for Time-Delay Systems with Fading Measurements and Correlated Noises |
| title_full | Optimal Linear Estimators for Time-Delay Systems with Fading Measurements and Correlated Noises |
| title_fullStr | Optimal Linear Estimators for Time-Delay Systems with Fading Measurements and Correlated Noises |
| title_full_unstemmed | Optimal Linear Estimators for Time-Delay Systems with Fading Measurements and Correlated Noises |
| title_short | Optimal Linear Estimators for Time-Delay Systems with Fading Measurements and Correlated Noises |
| title_sort | optimal linear estimators for time delay systems with fading measurements and correlated noises |
| url | http://dx.doi.org/10.1155/2018/2591970 |
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