Quadratic Filtering for Discrete-Time Systems with Measurement Delay and Packet Dropping

Quadratic Filtering for Discrete-Time Systems with Measurement Delay and Packet Dropping

We consider the problem of remote estimation with time delay and multiplicative noise for multichannel systems. First, we apply the reorganized innovation analysis approach to construct the original delay system into a new delay-free system. Secondly, the delay-free system will be reconstructed by t...

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Main Authors: Ling Li, Lei Tan, Xinmin Song, Xuehua Yan
Format: Article
Language:English
Published: Hindawi-Wiley 2020-01-01
Series:Complexity
Online Access:http://dx.doi.org/10.1155/2020/1725121
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spelling doaj-4d9deb9052904e2d99da7415bd919b222020-11-25T03:46:30ZengHindawi-WileyComplexity1076-27871099-05262020-01-01202010.1155/2020/17251211725121Quadratic Filtering for Discrete-Time Systems with Measurement Delay and Packet DroppingLing Li0Lei Tan1Xinmin Song2Xuehua Yan3The School of Information Science and Engineering, Shandong Normal University, Jinan 250014, ChinaThe School of Information Science and Engineering, Shandong Normal University, Jinan 250014, ChinaThe School of Information Science and Engineering, Shandong Normal University, Jinan 250014, ChinaSchool of Electrical Engineering, University of Jinan, Jinan, Shandong, ChinaWe consider the problem of remote estimation with time delay and multiplicative noise for multichannel systems. First, we apply the reorganized innovation analysis approach to construct the original delay system into a new delay-free system. Secondly, the delay-free system will be reconstructed by the quadratic filtering method to obtain an augmented system. Then, Kalman filtering theory and projection formula are used to solve two Riccati equations and one Lyapunov equation for the augmented system, and the quadratic filter for the measurement delay system on the packet loss network can be obtained. Finally, we use a numerical example to illustrate the effectiveness of the method.http://dx.doi.org/10.1155/2020/1725121
collection DOAJ
language English
format Article
sources DOAJ
author Ling Li
Lei Tan
Xinmin Song
Xuehua Yan
spellingShingle Ling Li
Lei Tan
Xinmin Song
Xuehua Yan
Quadratic Filtering for Discrete-Time Systems with Measurement Delay and Packet Dropping
Complexity
author_facet Ling Li
Lei Tan
Xinmin Song
Xuehua Yan
author_sort Ling Li
title Quadratic Filtering for Discrete-Time Systems with Measurement Delay and Packet Dropping
title_short Quadratic Filtering for Discrete-Time Systems with Measurement Delay and Packet Dropping
title_full Quadratic Filtering for Discrete-Time Systems with Measurement Delay and Packet Dropping
title_fullStr Quadratic Filtering for Discrete-Time Systems with Measurement Delay and Packet Dropping
title_full_unstemmed Quadratic Filtering for Discrete-Time Systems with Measurement Delay and Packet Dropping
title_sort quadratic filtering for discrete-time systems with measurement delay and packet dropping
publisher Hindawi-Wiley
series Complexity
issn 1076-2787
1099-0526
publishDate 2020-01-01
description We consider the problem of remote estimation with time delay and multiplicative noise for multichannel systems. First, we apply the reorganized innovation analysis approach to construct the original delay system into a new delay-free system. Secondly, the delay-free system will be reconstructed by the quadratic filtering method to obtain an augmented system. Then, Kalman filtering theory and projection formula are used to solve two Riccati equations and one Lyapunov equation for the augmented system, and the quadratic filter for the measurement delay system on the packet loss network can be obtained. Finally, we use a numerical example to illustrate the effectiveness of the method.
url http://dx.doi.org/10.1155/2020/1725121
work_keys_str_mv AT lingli quadraticfilteringfordiscretetimesystemswithmeasurementdelayandpacketdropping
AT leitan quadraticfilteringfordiscretetimesystemswithmeasurementdelayandpacketdropping
AT xinminsong quadraticfilteringfordiscretetimesystemswithmeasurementdelayandpacketdropping
AT xuehuayan quadraticfilteringfordiscretetimesystemswithmeasurementdelayandpacketdropping
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