Kalman Filtering for Discrete Stochastic Systems with Multiplicative Noises and Random Two-Step Sensor Delays
Joint Authors
Liu, Xiaohui
Chen, Dongyan
Xu, Long
Yu, Yonglong
Source
Discrete Dynamics in Nature and Society
Issue
Vol. 2015, Issue 2015 (31 Dec. 2015), pp.1-11, 11 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2015-10-04
Country of Publication
Egypt
No. of Pages
11
Main Subjects
Abstract EN
This paper is concerned with the optimal Kalman filtering problem for a class of discrete stochastic systems with multiplicative noises and random two-step sensor delays.
Three Bernoulli distributed random variables with known conditional probabilities are introduced to characterize the phenomena of the random two-step sensor delays which may happen during the data transmission.
By using the state augmentation approach and innovation analysis technique, an optimal Kalman filter is constructed for the augmented system in the sense of the minimum mean square error (MMSE).
Subsequently, the optimal Kalman filtering is derived for corresponding augmented system in initial instants.
Finally, a simulation example is provided to demonstrate the feasibility and effectiveness of the proposed filtering method.
American Psychological Association (APA)
Chen, Dongyan& Yu, Yonglong& Xu, Long& Liu, Xiaohui. 2015. Kalman Filtering for Discrete Stochastic Systems with Multiplicative Noises and Random Two-Step Sensor Delays. Discrete Dynamics in Nature and Society،Vol. 2015, no. 2015, pp.1-11.
https://search.emarefa.net/detail/BIM-1060771
Modern Language Association (MLA)
Chen, Dongyan…[et al.]. Kalman Filtering for Discrete Stochastic Systems with Multiplicative Noises and Random Two-Step Sensor Delays. Discrete Dynamics in Nature and Society No. 2015 (2015), pp.1-11.
https://search.emarefa.net/detail/BIM-1060771
American Medical Association (AMA)
Chen, Dongyan& Yu, Yonglong& Xu, Long& Liu, Xiaohui. Kalman Filtering for Discrete Stochastic Systems with Multiplicative Noises and Random Two-Step Sensor Delays. Discrete Dynamics in Nature and Society. 2015. Vol. 2015, no. 2015, pp.1-11.
https://search.emarefa.net/detail/BIM-1060771
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1060771