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arXiv 2103.03689eess.SYcs.SY
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多马尔可夫丢包信道下的最优平稳状态估计

Optimal Stationary State Estimation Over Multiple Markovian Packet Drop Channels

Jiapeng Xu, Guoxiang Gu, Vijay Gupta, Yang Tang

摘要:

在本文中,我们研究了多马尔可夫分组丢弃信道的状态估计问题。在这个问题的设置中,远程估计器通过各个通道接收从多个传感器发送的测量数据。利用马尔可夫跳变线性系统的方法,基于耦合代数Riccati方程的均方稳定解,得到了稳态时误差方差最小的最优平稳估计器.给出了MS稳定解存在的充分必要条件,该条件与标准卡尔曼滤波器的条件一致。更重要的是,我们提供了一个充分的条件下,MS检测与多个马尔可夫丢包信道可以解耦,并提出了一个局部最优的平稳估计,但计算更听话。随后给出了解耦子系统MS可检测性的解析充分条件和必要条件。最后,数值模拟进行说明的MS稳定的解决方案,MS检测性,最优和局部最优平稳估计的性能的结果。

英文摘要:

In this paper, we investigate the state estimation problem over multiple Markovian packet drop channels. In this problem setup, a remote estimator receives measurement data transmitted from multiple sensors over individual channels. By the method of Markovian jump linear systems, an optimal stationary estimator that minimizes the error variance in the steady state is obtained, based on the mean-square (MS) stabilizing solution to the coupled algebraic Riccati equations. An explicit necessary and sufficient condition is derived for the existence of the MS stabilizing solution, which coincides with that of the standard Kalman filter. More importantly, we provide a sufficient condition under which the MS detectability with multiple Markovian packet drop channels can be decoupled, and propose a locally optimal stationary estimator but computationally more tractable. Analytic sufficient and necessary MS detectability conditions are presented for the decoupled subsystems subsequently. Finally, numerical simulations are conducted to illustrate the results on the MS stabilizing solution, the MS detectability, and the performance of the optimal and locally optimal stationary estimators.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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