Journal
DIGITAL SIGNAL PROCESSING
Volume 49, Issue -, Pages 126-136Publisher
ACADEMIC PRESS INC ELSEVIER SCIENCE
DOI: 10.1016/j.dsp.2015.10.007
Keywords
Minimum-variance estimators; Uncertain system; Projection theorem; Correlated noises; Network-induced uncertainties
Categories
Funding
- National Natural Science Foundation of China [61473127, 61034006]
- Binzhou University Youth Project [BZXYL 1308, BZXYL1505]
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This paper deals with state estimation problem for linear uncertain systems with correlated noises and incomplete measurements. Multiplicative noises enter into state and measurement equations to account for the stochastic uncertainties. And one-step autocorrelated and cross-correlated process noises and measurement noises are taken into consideration. Using the latest received measurement to compensate lost packets, the modified multi-step random delays and packet dropout model is adopted in the present paper. By augmenting system states, measurements and new defined variables, the original system is transformed into the stochastic parameter one. On this basis, the optimal linear estimators in the minimum variance sense are designed via projection theory. They depend on the variances of multiplicative noises, the one-step correlation coefficient matrices together with the probabilities of delays and packet losses. The sufficient condition on the existence of steady-state estimators is then given. Finally, simulation results illustrate the performance of the developed algorithms. (C) 2015 Elsevier Inc. All rights reserved.
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