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White noise estimation for discrete-time systems with random delay and packet dropout

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Abstract

This paper is concerned with the optimal and suboptimal deconvolution problems for discrete-time systems with random delayed observations. When the random delay is known online, i.e., time stamped, the random delayed system is reconstructed as an equivalent delay-free one by using measurement reorganization technique, and then an optimal input white noise estimator is presented based on the stochastic Kalman filtering theory. However, the optimal white-noise estimator is timevarying, stochastic, and doesn’t converge to a steady state in general. Then an alternative suboptimal input white-noise estimator with deterministic gains is developed under a new criteria. The estimator gain and its respective error covariance-matrix information are derived based on a new suboptimal state estimator. It can be shown that the suboptimal input white-noise estimator converges to a steady-state one under appropriate assumptions.

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Author information

Authors and Affiliations

  1. School of Control Science and Engineering, Shandong University, Jinan, 250061, China

    Wei Wang

  2. School of Electrical Engineering, University of Jinan, Jinan, 250022, China

    Chunyan Han & Fang He

Authors
  1. Wei Wang
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  2. Chunyan Han
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  3. Fang He
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Corresponding author

Correspondence to Wei Wang.

Additional information

This research was supported by the National Nature Science Foundation of China under Grant Nos. 61104050, 61203029, the Natural Science Foundation of Shandong Province under Grant No. ZR2011FQ020, the Scientific Research Foundation for Outstanding Young Scientists of Shandong Province under Grant No. BS2013DX008, the Graduate Education Innovation Project of Shandong Province under Grant No. SDYC12006, and the Ph. D. Foundation Program of University of Jinan under Grant No. XBS1044.

This paper was recommended for publication by Editor LÜ Jinhu.

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Wang, W., Han, C. & He, F. White noise estimation for discrete-time systems with random delay and packet dropout. J Syst Sci Complex 27, 476–493 (2014). https://doi.org/10.1007/s11424-014-2217-7

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  • DOI: https://doi.org/10.1007/s11424-014-2217-7

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