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Recursive estimation for descriptor systems with multiple packet dropouts and correlated noises

Authors
Journal
Aerospace Science and Technology
1270-9638
Publisher
Elsevier
Volume
32
Issue
1
Identifiers
DOI: 10.1016/j.ast.2013.10.004
Keywords
  • Descriptor System
  • Recursive Estimation
  • Autocorrelated
  • Multiple Packet Dropouts
  • Innovation Approach
Disciplines
  • Mathematics

Abstract

Abstract In this paper, the problem of recursive estimation is studied for a class of descriptor systems with multiple packet dropouts and correlated noises. The multiple packet dropouts phenomenon is considered to be random and described by a binary switching sequence that obeys a conditional probability distribution. The autocorrelated measurement noise is characterized by the covariances between different time instants. The descriptor system is transformed into a regular line system with an algebraic constraint. By using an innovation analysis method and the orthogonal projection theorem, recursive estimators including filter, predictor and smoother are developed for each subsystem and the process noise. Further, the recursive filter, predictor and smoother are obtained for the original descriptor system with possible multiple packet dropouts phenomenon and correlated noises. Simulation results are provided to demonstrate the effectiveness of the proposed approaches.

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