Title :
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
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;
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
DOI :
10.1109/WICOM.2010.5601404
