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Optimal unbiased estimation for uncertain systems with different delay rates sensor network and autocorrelated process noises

  • Ming Zeng*
  • , Jianxin Feng
  • , Zhiwei Yu
  • *Corresponding author for this work
  • Harbin Institute of Technology

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

This paper is concerned with the optimal unbiased estimation problem for a class of uncertain systems with different delay rates sensor network and autocorrelated process noises. The system model and measurement model under consideration are both subject to stochastic uncertainties or multiplicative noises. The autocorrelated process noises are characterized by the covariances between different time instant. Different sensors in the sensor network are subject to different delay rates, and different delay rates are described by different binary switching sequences. An unbiased state estimator for the assumed model is developed in this paper, and the proposed state estimator is optimal in the minimum variance sense. Illustrative example is also presented to support the theory developed in this work.

Original languageEnglish
Title of host publicationProceedings of the 2011 Chinese Control and Decision Conference, CCDC 2011
Pages3014-3018
Number of pages5
DOIs
StatePublished - 2011
Event2011 Chinese Control and Decision Conference, CCDC 2011 - Mianyang, China
Duration: 23 May 201125 May 2011

Publication series

NameProceedings of the 2011 Chinese Control and Decision Conference, CCDC 2011

Conference

Conference2011 Chinese Control and Decision Conference, CCDC 2011
Country/TerritoryChina
CityMianyang
Period23/05/1125/05/11

Keywords

  • Autocorrelated
  • Different delay rates
  • Minimum variance
  • Multiplicative noises
  • State estimation

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