Linear estimation based on covariances for networked systems featuring sensor correlated random delays

DOI10.1080/00207721.2012.659709zbMath1278.93247OpenAlexW2089321711WikidataQ59552074 ScholiaQ59552074MaRDI QIDQ2872538

Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez

Publication date: 15 January 2014

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2012.659709

zbMATH Keywords

correlation functionstate-space modelBernoulli random variablesnoisy measurementsdiscrete-time signalsleast-squares estimationrandomly delayed observationscovariance informationmultiple sensorsinnovation approachdelay probabilitiesmeasurement delaysconsecutive sampling timescovariances for networked systemsfixed-point smoothing error covariance matricessensors with different delay characteristics

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Least squares and related methods for stochastic control systems (93E24)

Related Items (8)

Fusion estimation from multisensor observations with multiplicative noises and correlated random delays in transmission ⋮ Synchronization of directed switched complex networks with stochastic link perturbations and mixed time-delays ⋮ Covariance-based estimation from multisensor delayed measurements with random parameter matrices and correlated noises ⋮ Optimal linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications ⋮ Particle filter with one-step randomly delayed measurements and unknown latency probability ⋮ Distributed estimation based on covariances under network-induced phenomena described by random measurement matrices ⋮ Optimal state estimation for networked systems with random parameter matrices, correlated noises and delayed measurements ⋮ Least-squares estimators for systems with stochastic sensor gain degradation, correlated measurement noises and delays in transmission modelled by Markov chains

Cites Work

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• Optimal filtering for linear systems with state and multiple observation delays
• Robust $H_{\infty}$ Filtering for a Class of Nonlinear Networked Systems With Multiple Stochastic Communication Delays and Packet Dropouts
• Optimal distributed Kalman filtering fusion for a linear dynamic system with cross-correlated noises
• The problem of state estimation via asynchronous communication channels with irregular transmission times
• Kalman Filtering With Intermittent Observations

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