Linear estimation based on covariances for networked systems featuring sensor correlated random delays

DOI10.1080/00207721.2012.659709zbMath1278.93247WikidataQ59552074 ScholiaQ59552074MaRDI QIDQ2872538

Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez

Publication date: 15 January 2014

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2012.659709

zbMATH Keywords

correlation function; state-space model; Bernoulli random variables; noisy measurements; discrete-time signals; least-squares estimation; randomly delayed observations; covariance information; multiple sensors; innovation approach; delay probabilities; measurement delays; consecutive sampling times; covariances for networked systems; fixed-point smoothing error covariance matrices; sensors with different delay characteristics

Mathematics Subject Classification ID

93E10: Estimation and detection in stochastic control theory

93C05: Linear systems in control theory

93E24: Least squares and related methods for stochastic control systems

Related Items

Least-squares estimators for systems with stochastic sensor gain degradation, correlated measurement noises and delays in transmission modelled by Markov chains, Optimal linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications, Optimal state estimation for networked systems with random parameter matrices, correlated noises and delayed measurements, Synchronization of directed switched complex networks with stochastic link perturbations and mixed time-delays, Covariance-based estimation from multisensor delayed measurements with random parameter matrices and correlated noises, Fusion estimation from multisensor observations with multiplicative noises and correlated random delays in transmission, Particle filter with one-step randomly delayed measurements and unknown latency probability, Distributed estimation based on covariances under network-induced phenomena described by random measurement matrices

Cites Work

• Quadratic estimation of multivariate signals from randomly delayed measurements
• Minimum variance generalized state estimators for multiple sensors with different delay rates
• Extended and unscented filtering algorithms using one-step randomly delayed observations
• Central suboptimalH_∞filter design for linear time-varying systems with state and measurement delays
• Filtering for networked control systems with single/multiple measurement packets subject to multiple-step measurement delays and multiple packet dropouts
• Optimal consensus-based distributed estimation with intermittent communication
• Optimal linear estimators for systems with random measurement delays
• Optimal filtering for linear systems with state and multiple observation delays
• Robust $H_{\infty}$ Filtering for a Class of Nonlinear Networked Systems With Multiple Stochastic Communication Delays and Packet Dropouts
• Optimal distributed Kalman filtering fusion for a linear dynamic system with cross-correlated noises
• The problem of state estimation via asynchronous communication channels with irregular transmission times
• Kalman Filtering With Intermittent Observations