Suboptimal white noise estimators for discrete time systems with random delays

Authors:
Chunyan Han;Yong Zhang
Affiliations:
School of Electrical Engineering, University of Jinan, Jiwei Road 106, Jinan 250022, PR China;School of Electrical Engineering, University of Jinan, Jiwei Road 106, Jinan 250022, PR China
Venue:
Signal Processing
Year:
2013

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Abstract

This paper is concerned with the suboptimal deconvolution problems for discrete-time systems with random delayed observations and data losses. When the random delay is known online, i.e., time stamped, the random delayed system is reconstructed as an equivalent delay-free one by using measurement reorganization technique, and then a 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. The obtained estimator is indeed a fixed-point smoother, based on which a fixed-lag white-noise smoother is derived. Further, it can be shown that the suboptimal input white-noise estimators converge to the steady-state ones under appropriate assumptions.