Title :
Deconvolution estimation of systems with packet dropouts
Author :
Chunyan Han ; Wei Wang
Author_Institution :
Sch. of Electr. Eng., Univ. of Jinan, Jinan, China
Abstract :
This paper studies the optimal and suboptimal deconvolution problems over a network subject to random packet losses, which are modeled by an independent identically distributed Bernoulli process. By the projection formula, an optimal input white noise estimator is first presented with a stochastic Kalman filter. We show that this obtained deconvolution estimator is time-varying, stochastic, and it does not converge to a steady value. Then an alternative suboptimal input white-noise estimator with deterministic gains is developed under a new criteria. The estimator gain and its respective error covariance-matrix information are derived based on a new suboptimal state estimator. It can be shown that the suboptimal input white-noise estimator converges to a steady-state one under appropriate assumptions.
Keywords :
Kalman filters; covariance matrices; deconvolution; state estimation; stochastic processes; white noise; deterministic gains; error covariance-matrix information; independent identically distributed Bernoulli process; optimal deconvolution problems; optimal input white noise estimator; packet dropouts; projection formula; random packet losses; stochastic Kalman filter; stochastic deconvolution estimator; suboptimal deconvolution problems; suboptimal input white-noise estimator; suboptimal state estimator; system deconvolution estimation; time-varying deconvolution estimator; Covariance matrices; Kalman filters; State estimation; Technological innovation; White noise; Convergence analysis; Networked system; Packet dropout; White noise estimation;
Conference_Titel :
Control and Decision Conference (CCDC), 2013 25th Chinese
Conference_Location :
Guiyang
Print_ISBN :
978-1-4673-5533-9
DOI :
10.1109/CCDC.2013.6561763