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

Quanbo Ge,Tong Xu

doi:10.1109/wicom.2010.5601404

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

Quanbo Ge, Tong Xu

https://doi.org/10.1109/wicom.2010.5601404

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Publication Date: Sep 1, 2010

Citations: 2

Affiliation: Hangzhou Dianzi University

#Out-Of-Sequence" Measurements #Linear Minimum Mean Square Error + Show 8 more

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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.

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