Optimal filtering for systems with finite-step autocorrelated noises and multiple packet dropouts

Fan Li; Jie Zhou; Duzhi Wu

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Optimal filtering for systems with finite-step autocorrelated noises and multiple packet dropouts

机译：具有有限步自动相关噪声和多个数据包丢失的系统的最佳过滤

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摘要

This paper addresses the optimal filtering problem for a class of uncertain dynamical systems with multiple packet dropouts and finite-step correlated observation noises. By rearranging the stochastic terms in the transmission and measurement matrices of the dynamical system into the noises directly, the process noises and observation noises in resulted system depend on the state as well as the stochastic uncertain perturbations, and are not only autocorrelated respectively but also cross-correlated. For this complicated dynamical system, instead of designing a Kalman-type filter, a globally optimal filtering in the minimum mean square error sense is developed by exploiting sufficiently the statistical properties of correlated noises. Numerical simulation is provided to demonstrate the performance of the proposed filter.

机译：本文针对一类具有多个丢包和有限步长相关观测噪声的不确定动力系统，解决了最优滤波问题。通过将动态系统的传输和测量矩阵中的随机项直接重新排列为噪声，结果系统中的过程噪声和观测噪声取决于状态以及随机不确定性扰动，不仅分别是自相关的，而且是交叉的-相关。对于这种复杂的动力学系统，不是设计卡尔曼型滤波器，而是通过充分利用相关噪声的统计特性来开发最小均方误差意义上的全局最优滤波器。提供数值模拟以证明所提出的滤波器的性能。

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来源
《Aerospace science and technology》 |2013年第1期|255-263|共9页
作者
Fan Li; Jie Zhou; Duzhi Wu;
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作者单位

College of Mathematics, Sichuan University, Chengdu, Sichuan 610064, China;

College of Mathematics, Sichuan University, Chengdu, Sichuan 610064, China;

Department of Fundamental Studies, Logistical Engineering University, Chongqing 400016, China;

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收录信息美国《科学引文索引》(SCI);美国《工程索引》(EI);
原文格式 PDF
正文语种 eng
中图分类
关键词
kalman filtering; stochastic uncertain systems; packet dropouts; correlated noises;

机译：卡尔曼滤波随机不确定系统;数据包丢失;相关噪声;

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1. Optimal robust non-fragile Kalman-type recursive filtering with finite-step autocorrelated noises and multiple packet dropouts [J] . Jianxin Feng, Zidong Wang, Ming Zeng Aerospace science and technology . 2011,第6期

机译：具有有限步自相关噪声和多个丢包的最优鲁棒非脆弱卡尔曼型递归滤波
2. Optimal filtering for systems with finite-step autocorrelated process noises, random one-step sensor delay and missing measurements [J] . Chen Dongyan, Xu Long, Du Junhua Communications in Nonlinear Science and Numerical Simulation . 2016,第MARa期

机译：具有有限步自相关过程噪声，随机单步传感器延迟和缺少测量值的系统的最佳滤波
3. Gaussian Recursive Filter for Nonlinear Systems with Finite-step Correlated Noises and Packet Dropout Compensations [J] . Li-Guo Tan, Cheng Xu, Yu-Fei Wang, Mineralogia . 2020,第2期

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4. Optimal robust Kalman-type recursive filter for uncertain systems with finite-step autocorrelated process noises and missing measurements [C] . Zeng Ming, Feng Jianxin, Yu Zhiwei The 2nd International Conference on Intelligent Control and Information Processing . 2011

机译：具有有限步自相关过程噪声和缺失测量的不确定系统的最优鲁棒卡尔曼型递归滤波器
5. Optimal filter design approaches to statistical process control for autocorrelated processes. [D] . Chin, Chang-Ho. 2004

机译：用于自相关过程的统计过程控制的最佳过滤器设计方法。
6. Optimal Filters with Multiple Packet Losses and its Application in Wireless Sensor Networks [O] . Yonggui Liu, Bugong Xu, Linfang Feng, 2010

机译：多个丢包的最优滤波器及其在无线传感器网络中的应用
7. Energy-efficient filtering algorithm for a class of industrial sensor network systems with packet dropouts, time-varying delay, and multiplicative noises [O] . Hui Li, Ming Lyu, Baozhu Du, 2019

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8. Optimal Filters for Systems Containing Serially Correlated Noise [R] . Johnson, F. C. 1971

机译：含有系列相关噪声的系统的最优滤波器

Optimal filtering for systems with finite-step autocorrelated noises and multiple packet dropouts

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