A New Estimation Algorithm from Measurements with Multiple-Step Random Delays and Packet Dropouts
The least-squares linear estimation problem using covariance information is addressed in discrete-time linear stochastic systems with bounded random observation delays which can lead to bounded packet dropouts. A recursive algorithm, including the computation of predictor, filter, and fixed-point...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Hindawi Limited
2010-01-01
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Series: | Mathematical Problems in Engineering |
Online Access: | http://dx.doi.org/10.1155/2010/258065 |