Brief paper: Optimal linear estimation for systems with multiple packet dropouts

Authors:
Shuli Sun;Lihua Xie;Wendong Xiao;Yeng Chai Soh
Affiliations:
School of Electrical and Electronic Engineering, Nanyang Technological University, Singapore and Department of Automation, Heilongjiang University, Harbin 150080, PR China;School of Electrical and Electronic Engineering, Nanyang Technological University, Singapore;Media Processing Department, Institute for Infocomm Research, Singapore;School of Electrical and Electronic Engineering, Nanyang Technological University, Singapore
Venue:
Automatica (Journal of IFAC)
Year:
2008

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Abstract

This paper is concerned with the optimal linear estimation problem for linear discrete-time stochastic systems with multiple packet dropouts. Based on a packet dropout model, the optimal linear estimators including filter, predictor and smoother are developed via an innovation analysis approach. The estimators are computed recursively in terms of the solution of a Riccati difference equation of dimension equal to the order of the system state plus that of the measurement output. The steady-state estimators are also investigated. A sufficient condition for the convergence of the optimal linear estimators is given. Simulation results show the effectiveness of the proposed optimal linear estimators.