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带多丢包和滞后随机不确定系统的最优线性估计

DOI: 10.16383/j.aas.2015.c140484, PP. 611-619

Keywords: 乘性噪声,丢包,随机滞后,最优线性估计,新息分析方法

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Abstract:

?研究了带多丢包和滞后网络化随机不确定系统的最优线性估计问题.通过白色乘性噪声来描述系统参数的随机不确定性.通过一组满足Bernoulli分布的随机变量来描述数据传输过程中发生的丢包和滞后现象.应用新息分析方法,设计了线性最小方差意义下的最优线性估值器,包括滤波器,预报器和平滑器.给出了稳态估值器存在的一个充分条件.仿真例子验证了其有效性.

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