Optimal state estimation using randomly delayed measurements without time stamping

• Published in: International journal of robust and nonlinear control Vol. 24; no. 17; pp. 2653 - 2668
• Main Authors: Yang, Yuanhua, Fu, Minyue, Zhang, Huanshui
• Format: Journal Article
• Language: English
• Published: Bognor Regis Blackwell Publishing Ltd 25.11.2014; Wiley Subscription Services, Inc
• Subjects: control over communications; Estimators; Gain; Kalman filtering; networked control systems; Networks; optimal state estimation; Optimization; Stamping; State estimation; Time delay; time-delay systems
• ISSN: 1049-8923; 1099-1239
• DOI: 10.1002/rnc.3016

SUMMARYThis paper studies an optimal state estimation (Kalman filtering) problem under the assumption that output measurements are subject to random time delays caused by network transmissions without time stamping. We first propose a random time delay model which mimics many practical digital network systems. We then study the so‐called unbiased, uniformly bounded linear state estimators and show that the estimator structure is given based on the average of all received measurements at each time for different maximum time delays. The estimator gains can be derived by solving a set of recursive discrete‐time Riccati equations. The estimator is guaranteed to be optimal in the sense that it is unbiased with uniformly bounded estimation error covariance. A simulation example shows the effectiveness of the proposed algorithm. Copyright © 2013 John Wiley & Sons, Ltd.