TY - GEN
T1 - Optimal filter design for closed-loop system with stochastic packet dropout measurements
AU - Zhu, Yin
AU - Liang, Yan
AU - Yang, Feng
AU - Pan, Quan
AU - Li, Yao Jun
PY - 2010
Y1 - 2010
N2 - This paper deals with optimal filter design problem of a class of closed-loop linear discrete-time system with stochastic measurement packet dropouts, which is divide-and-conquered, whose feedback is state filtering value constructed by the received measurements. In least variance estimate sense, the parameter matrix of the filter to be determined is derived by utilizing orthogonality principle. At last, a numerical example is given, the obtained mean filtering square error is fluctuate around its theoretical value, this illustrate the efficiency of the proposed method.
AB - This paper deals with optimal filter design problem of a class of closed-loop linear discrete-time system with stochastic measurement packet dropouts, which is divide-and-conquered, whose feedback is state filtering value constructed by the received measurements. In least variance estimate sense, the parameter matrix of the filter to be determined is derived by utilizing orthogonality principle. At last, a numerical example is given, the obtained mean filtering square error is fluctuate around its theoretical value, this illustrate the efficiency of the proposed method.
KW - Optimal linear filter
KW - Riccati difference equation
KW - State feedback
UR - https://www.scopus.com/pages/publications/78650244271
M3 - 会议稿件
AN - SCOPUS:78650244271
SN - 9787894631046
T3 - Proceedings of the 29th Chinese Control Conference, CCC'10
SP - 4366
EP - 4369
BT - Proceedings of the 29th Chinese Control Conference, CCC'10
T2 - 29th Chinese Control Conference, CCC'10
Y2 - 29 July 2010 through 31 July 2010
ER -