NDLI: New estimator and duality of control for multiplicative noise systems with applications to packet dropping and multiple input delay systems

Content Provider	IEEE Xplore Digital Library
Author	Huanshui Zhang Xinmin Song
Copyright Year	2009
Description	Author affiliation: School of Control Science and Engineering, Shandong University, Jinan 250061, Shandong, P.R. China (Huanshui Zhang; Xinmin Song)
Abstract	In this paper, we propose a new linear estimator for multiplicative-noise systems by defining an innovation sequence under a new criteria index. With the proposed estimation approach, we present a novel derivation for the stochastic LQ controller and show that the stochastic LQ control is fitly dual to the predictor defined in this paper, and from which we convert a more complicated problem of stochastic control for multiplicative noise systems with multiple input delays into a smoothing and filtering estimate problem. As the applications of the proposed new estimator, we also propose a novel estimator with measurement packet dropping.
Starting Page	75
Ending Page	80
File Size	155017
Page Count	6
File Format	PDF
ISBN	9781424447060
DOI	10.1109/ICCA.2009.5410496
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2009-12-09
Publisher Place	New Zealand
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Delay estimation Control systems Delay systems Riccati equations Stochastic systems Stochastic resonance Filtering Technological innovation State estimation Filters
Content Type	Text
Resource Type	Article

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New estimator and duality of control for multiplicative noise systems with applications to packet dropping and multiple input delay systems