Abstract
The robust filter is designed for a class of discrete-time stochastic systems with data random transmission delays and out-of-order packets in this paper. To drop packet disorders and improve system performance, the systems are modeled synthetically by utilizing the signal choosing scheme of logic zero-order-holder (ZOH). Moreover, a finite horizon robust Kalman-type filter is designed based on the established model, and minimizing error covariance matrices by the augmented state-space model are obtained from estimation variance constraints. And then, a linear delay compensation method is proposed to improve the filter performance by using the re-organized measurement. The simulation results are performed to show the effectiveness of the proposed method.
L. Liu—This work was supported by Natural Science Foundation of China (61403244, 61633016, 61472172), Key Project of Science and Technology Commission of Shanghai Municipality (15220710400, 15411953502), Key Technical of Key Industries of Shandong (2016CYJS03A02-1), and Key Research and Development project of Shandong (2016ZDJS06A05).
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Liu, L., Yang, A., Zhou, W., Tao, Q., Tu, X., Yue, J. (2017). Filtering for Stochastic Systems with Transmission Delays and Out-of-Order Packets. In: Yue, D., Peng, C., Du, D., Zhang, T., Zheng, M., Han, Q. (eds) Intelligent Computing, Networked Control, and Their Engineering Applications. ICSEE LSMS 2017 2017. Communications in Computer and Information Science, vol 762. Springer, Singapore. https://doi.org/10.1007/978-981-10-6373-2_50
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DOI: https://doi.org/10.1007/978-981-10-6373-2_50
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