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Linear Minimum Mean Square Error Estimation for Linear Systems with Stochastic State Equality Constraints

机译：具有随机状态等式约束的线性系统的线性最小均方误差估计

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摘要

In the practical linear system with the state equality constraint,the constraint may exist stochastically.Considered this phenomenon,the stochastic distribution of the state equality constraint is modeled as the Bernoulli distribution,and regarded it as the perfect measurement drew into the measurement equation in this paper.A tiny noise may be subjoined on it to avoid leading the covariance of the augmented measurement noise singular.At this time,the original system can be generalized to the linear system with a part of its measurement received stochastically.

机译：在实际的具有状态等式约束的线性系统中，该约束可能是随机存在的。考虑到这种现象，将状态等式约束的随机分布建模为伯努利分布，并认为这是将其引入到测量方程中的完美度量可能会在其上再合并一个微小的噪声，以免导致增强的测量噪声奇异性的协方差。这时，可以将原始系统推广到线性系统，其中一部分测量值是随机接收的。

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来源
《Chinese Control Conference》||4747-4752|共6页
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作者
YANG Yanbo; PAN Quan; LIANG Yan; YANG Feng;
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正文语种
中图分类自动控制、自动控制系统;
关键词
linear system; state equality constraint; Bernoulli distribution; linear minimum mean square error estimator;

机译：线性系统国家平等约束;伯努利分布;线性最小均方误差估计器;

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专利

1. Linear minimum mean square error filtering with stochastic linear equality constraints [J] . Hao Xiaohui, Liang Yan, Xu Linfeng International journal of systems science . 2019,第9a12期

机译：随机线性平等约束的线性最小均方误差滤波
2. Linear minimum-mean-square error estimation of Markovian jump linear systems with Stochastic coefficient matrices [J] . Yanbo Yang, Yan Liang, Quan Pan, Control Theory & Applications, IET . 2014,第12期

机译：带有随机系数矩阵的马尔可夫跳跃线性系统的线性最小均方误差估计
3. Mean square error analysis and linear minimum mean square error application for preamble-based channel estimation in orthogonal frequency division multiplexing/offset quadrature amplitude modulation systems [J] . Savaux Vincent, Bader Faouzi Communications, IET . 2015,第14期

机译：均方误差分析和线性最小均方误差在正交频分复用/偏移正交调幅系统中基于前导的信道估计中的应用
4. Linear minimum mean square error estimation for linear systems with stochastic state equality constraints [C] . Yang Yanbo, Pan Quan, Liang Yan, Chinese Control Conference . 2013

机译：具有随机状态等式约束的线性系统的线性最小均方误差估计
5. Mean Square Error Analysis in Orthogonal Frequency Division Multiplexing Systems for Least Square and Minimum Mean Square Error Channel Estimation [D] . Thote, Ketaki Avinash. 2018

机译：正交频分复用系统中最小二乘和最小均方误差信道估计的均方误差分析
6. Updating QR factorization procedure for solution of linear least squares problem with equality constraints [O] . Salman Zeb, Muhammad Yousaf -1

机译：具有等式约束的线性最小二乘问题的更新QR分解程序
7. Approximate Linear Minimum Mean Square Error estimation based on Channel Quality Indicator feedback in LTE systems [O] . Muntadher Qasim Abdulhasan, Mustafa Ismael Salman, Chee Kyun Ng, 2013

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8. Minimum Mean-Squared-Error Estimation in Nonlinear Problems with Gaussian Inputs. [R] . olsen, k. a. 1976

机译：高斯输入非线性问题的最小均方误差估计。

Linear Minimum Mean Square Error Estimation for Linear Systems with Stochastic State Equality Constraints

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