White noise estimation for discrete-time systems with random delay and packet dropout

DOI10.1007/S11424-014-2217-7zbMATH Open1303.93171OpenAlexW2059369805MaRDI QIDQ488938FDOQ488938

Authors: Chunyan Han, Fang He, Wei Wang 

Publication date: 27 January 2015

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

Full work available at URL: https://doi.org/10.1007/s11424-014-2217-7

Recommendations

• Optimal white noise estimators for linear systems with delayed measurements
• Linear estimation for random delay systems
• Linear optimal filter for systems subject to random delay and packet dropout
• Deconvolution estimation problem for measurement-delay systems with packet dropping
• Linear minimum variance estimators for systems with bounded random measurement delays and packet dropouts

zbMATH Keywords

random delaydiscrete-time systempacket dropoutwhite-noise estimators

Mathematics Subject Classification ID

White noise theory (60H40) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Kalman Filtering With Intermittent Observations
• Linear estimation for random delay systems
• Optimal Linear Estimators for Systems With Random Sensor Delays, Multiple Packet Dropouts and Uncertain Observations
• Robust $H_{\infty}$ Filtering for a Class of Nonlinear Networked Systems With Multiple Stochastic Communication Delays and Packet Dropouts
• Deconvolution filtering for stochastic systems via homogeneous polynomial Lyapunov functions
• \(H_\infty \) filtering for nonlinear discrete-time stochastic systems with randomly varying sensor delays
• Kalman filtering over a packet-delaying network: a probabilistic approach
• Mean square stability for Kalman filtering with Markovian packet losses
• \(H_\infty \) filtering of network-based systems with random delay
• Optimal and self-tuning white noise estimators with applications to deconvolution and filtering problems
• White-noise estimators for seismic data processing in oil exploration
• Multi-sensor information fusion white noise filter weighted by scalars based on Kálmán predictor
• Polynomial equations for the linear MMSE state estimation

Cited In (3)

• A study on input noise second-order filtering and smoothing of linear stochastic discrete systems with packet dropouts
• Deconvolution estimation problem for measurement-delay systems with packet dropping
• Optimal white noise estimators for linear systems with delayed measurements

This page was built for publication: White noise estimation for discrete-time systems with random delay and packet dropout

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q488938)