Optimal Networked Filtering with Out-of-Sequence Measurements for the Linear Time Invariant System

Author

Ge, Quanbo ; Xu, Tingliang

Author_Institution

Coll. of Autom., Hangzhou Dianzi Univ., Hangzhou, China

fYear

2010

fDate

23-25 Sept. 2010

Firstpage

1

Lastpage

4

Abstract

We study the optimal networked estimation of the Linear Time Invariant (LTI) systems with "Out-Of-Sequence" Measurements (OOSM) induced by random communication delays in this paper. Both available properties, which are off-line computation of filter\´s parameters for the LTI system and linear weighted combination for the Linear Minimum Mean Square Error (LMMSE) estimate, are fully used to present the weighted summation form of the Kalman filter (KF). Afterward, two novel delayed filters for different OOSM systems are proposed on the basis of the linear weighted summation filtering. Both have offline and online weighted coefficients and are optimal in the sense of LMMSE.

Keywords

Kalman filters; delay filters; least mean squares methods; linear systems; Kalman filter; LTI system; OOSM system; delay filter; linear minimum mean square error estimation; linear time invariant system; off-line computation; optimal networked filtering; out-of-sequence measurement; random communication delay; Delay; Estimation; Filtering algorithms; Kalman filters; Maximum likelihood detection; Nonlinear filters;

fLanguage

English

Publisher

ieee

Conference_Titel

Wireless Communications Networking and Mobile Computing (WiCOM), 2010 6th International Conference on

Conference_Location

Chengdu

Print_ISBN

978-1-4244-3708-5

Electronic_ISBN

978-1-4244-3709-2

Type

conf

DOI

10.1109/WICOM.2010.5601404

Filename

5601404