We found a match
Your institution may have access to this item. Find your institution then sign in to continue.
- Title
Optimal sequential fusion estimation for sampled‐data systems with random delays and multiplicative noise.
- Authors
Wang, Wei; Han, Chunyan; Ma, Lifeng; Yi, Xiaojian
- Abstract
This article is concerned with the optimal sequential fusion filter design issue for a class of sampled‐data systems subject to random transmission delays and multiplicative noise. The considered delay is modeled as a multistate Markov chain, while the multiplicative noise corrupting the observation measurements is assumed be a white noise sequence with known statistical properties. First, by reorganizing the original measurements, the solvability of the addressed problem is cast into the feasibility of an optimal estimation issue for the hybrid Markovian jump system without delays. Then, an optimal sequential fusion filter is constructed by utilizing a dynamic model with finite jumps on basis of the arrival order of measurements from different sensors, guaranteeing estimation performances both at sampling instants and within the sampling intervals. Moreover, the desired estimator gains can be computed via solving a series of coupled differential Riccati equations with jumps and coupled differential Lyapunov equations. Further, a stationary sequential fusion filter is achieved with the guarantee of the exponentially mean‐square stability. Finally, two simulation examples are provided to verify the validity of the proposed algorithms.
- Subjects
DISCRETE-time systems; MARKOVIAN jump linear systems; RICCATI equation; MARKOV processes; TIME delay estimation; WHITE noise; DIFFERENTIAL equations; NOISE; TRANSMISSION of sound
- Publication
International Journal of Robust & Nonlinear Control, 2024, Vol 34, Issue 11, p7007
- ISSN
1049-8923
- Publication type
Article
- DOI
10.1002/rnc.7331