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A system is linear if it displays the characteristics of homogeneity and additivity, together termed the superposition property. This principle is fundamental in all linear systems. Linear time-invariant (LTI) systems include systems with linear elements and constant parameters.
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Quantized recursive filtering for networked systems with stochastic transmission delays.

Zhongyi Zhao1, Xiaojian Yi2, Lifeng Ma3

  • 1College of Electrical Engineering and Automation, Shandong University of Science and Technology, Qingdao 266590, China.

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|June 7, 2022
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Summary
This summary is machine-generated.

This study addresses networked systems with uniform quantization and transmission delays. A novel Kalman-type filter minimizes filtering error covariance, ensuring robust performance in networked systems.

Keywords:
Networked systemsNewest timestampRecursive filteringRiccati-like equationsStochastic transmission delaysUniform quantization

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Area of Science:

  • Control Systems Engineering
  • Signal Processing
  • Networked Systems

Background:

  • Networked systems face challenges from data quantization and unpredictable transmission delays.
  • Accurate state estimation is crucial for effective control and monitoring in these systems.

Purpose of the Study:

  • To design a robust Kalman-type filter for networked systems with uniform quantization and stochastic transmission delays.
  • To guarantee and minimize the upper bound of the filtering error covariance.

Main Methods:

  • Utilizing an indicator function to manage stochastic transmission delays and ensure data integrity.
  • Employing an augmented system approach to create a delay-free system model.
  • Applying stochastic analysis and solving Riccati-like difference equations to derive the error covariance bound.

Main Results:

  • A novel Kalman-type filter design is presented for the augmented system.
  • The filtering error covariance upper bound is recursively derived and minimized.
  • The effectiveness of the developed filtering scheme is validated through a numerical example.

Conclusions:

  • The proposed filtering approach effectively handles uniform quantization and stochastic delays in networked systems.
  • The method guarantees a minimized upper bound for the filtering error covariance.
  • The research provides a valuable tool for state estimation in complex networked environments.