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首页> 外文会议>Chinese Control Conference >Optimal Markov Jump Linear Filter for Discrete-time Jumping Parameter Systems with Multi-channel Observation Delays and Packet Losses
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Optimal Markov Jump Linear Filter for Discrete-time Jumping Parameter Systems with Multi-channel Observation Delays and Packet Losses

机译：最佳Markov跳跃线性滤波器，用于多通道观测延迟和分组损耗的离散时间跳跃参数系统

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摘要

This paper is concerned with the optimal Markov jump linear filter problem for Markov jumping parameter system with multi-channel observation delays and packet losses, where the jumping parameters are assumed to be known up to the present time. Firstly, by defining an equivalent delay-free observation sequence, the optimal jumping filter problem is transformed into the one of delay-free system which is just with jumping parameters and multi-channel multiplicative noises. Then an optimal Markov jump linear filter is presented based on the mean squared method, in which the filter gains are determined by solving a set of generalized coupled Riccati equations based on a set of coupled Lyapunov equations. And the Riccati equations developed in this paper are not only relevant to the transition probability of the jumping parameters but also concerned with the probability of the packet losses. This is the main difference btween the result proposed in this paper and our previous works.
机译：本文涉及具有多通道观察延迟和分组损耗的马尔可夫跳跃参数系统的最佳马尔可夫跳跃线性滤波器问题，其中假设跳跃参数达到目前的时间。首先，通过定义等同的延迟观察序列，最佳跳跃滤波器问题被转换为延迟系统之一，该延迟系统仅具有跳跃参数和多通道乘法噪声。然后，基于平均平方方法呈现最佳马尔可夫跳跃线性滤波器，其中通过基于一组耦合的Lyapunov方程求解一组广义耦合的Riccati方程来确定滤波器增益。本文开发的Riccati方程不仅与跳跃参数的过渡概率相关，而且还关注分组损失的概率。这是本文提出的结果的主要区别和我们之前的作品。

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