%0 Journal Article
%T State estimation for discrete-time systems with Markovian time-delay and packet loss
具有Markovian时延与丢包的离散系统的状态估计
%A 王宝凤
%A 郭戈
%J 控制理论与应用
%D 2009
%I
%X In networked control systems, data packet transmission time-delays or even dropouts are always inevitable due to bandwidth constraints. The state estimation problem for discrete-time linear systems with Markovian time-delay and packet loss is considered. By setting a buffer with appropriate length on the estimator site, a discrete time-invariant system with multiple-state Markovian time-delay and packet loss is modeled as a time-variant system whose data receiving process is described by a two-state Markov chain. Based on the idea of jump linear estimator, we propose a special class of estimator, termed finite reception history estimator (FRHE). The optimal FRHE design strategy is developed under a known maximum time-delay. Although the FRHE is suboptimal, it provides a computationally inexpensive estimation method. A simulation example is presented to demonstrate the effectiveness of the proposed strategy by comparing to time varying Kalman estimator (TVKE).
%K Markovian time-delay
%K packet loss
%K state estimation
%K Kalman filtering
Markovian时延
%K 丢包
%K 状态估计
%K 卡尔曼滤波
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=970898A57DFC021F93AB51667BAED7F7&aid=4AC32A633F2FD5E2412D4AFA08B71375&yid=DE12191FBD62783C&vid=96C778EE049EE47D&iid=59906B3B2830C2C5&sid=09002DF587B7129E&eid=F4C7ED9FD9D7FC69&journal_id=1000-8152&journal_name=控制理论与应用&referenced_num=1&reference_num=11