Optimal Linear Estimators for Time-Delay Systems with Fading Measurements and Correlated Noises
Joint Authors
Source
Journal of Electrical and Computer Engineering
Issue
Vol. 2018, Issue 2018 (31 Dec. 2018), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2018-10-23
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Information Technology and Computer Science
Abstract EN
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.
American Psychological Association (APA)
Li, Yazhou& Li, Jiayi& Wang, Xin. 2018. Optimal Linear Estimators for Time-Delay Systems with Fading Measurements and Correlated Noises. Journal of Electrical and Computer Engineering،Vol. 2018, no. 2018, pp.1-10.
https://search.emarefa.net/detail/BIM-1184401
Modern Language Association (MLA)
Li, Yazhou…[et al.]. Optimal Linear Estimators for Time-Delay Systems with Fading Measurements and Correlated Noises. Journal of Electrical and Computer Engineering No. 2018 (2018), pp.1-10.
https://search.emarefa.net/detail/BIM-1184401
American Medical Association (AMA)
Li, Yazhou& Li, Jiayi& Wang, Xin. Optimal Linear Estimators for Time-Delay Systems with Fading Measurements and Correlated Noises. Journal of Electrical and Computer Engineering. 2018. Vol. 2018, no. 2018, pp.1-10.
https://search.emarefa.net/detail/BIM-1184401
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1184401