NDLI: State estimation for networked systems with a Markov plant in the presence of missing and quantised measurements

Content Provider	IET Digital Library
Author	Niu, Yingjun Dong, Wei Ji, Yindong
Abstract	This study is concerned with the problem of state estimation for networked systems with a Markov plant considering the measurement uncertainties. The measurements suffer from both the randomly occurring missing phenomenon and the quantisation effects. Taking into account the statistical knowledge of the quantised measurements, an approximate minimum mean square error estimate algorithms is derived based on Gaussian assumption, which is referred to as interacting multiple model Monte Carlo (IMMMC) algorithm. A quantised measurement expectation calculated by Monte Carlo sampling method is embedded into the Kalman filter under the IMM framework. A simulation example is provided demonstrating that IMMMC is computationally appealing and presents better estimate performance than the previous algorithms. Moreover, IMMMC has better mode following ability and can clearly distinguish the occurrence of measurements missing.
Starting Page	599
Ending Page	606
Page Count	8
ISSN	17518644
Volume Number	10
e-ISSN	17518652
Issue Number	Issue 5, Mar (2016)
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/iet-cta/10/5
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/10.1049/iet-cta.2015.0849
Journal	IET Control Theory & Applications
Publisher Date	2016-03-21
Access Restriction	Open
Rights Holder	© The Institution of Engineering and Technology
Subject Keyword	Approximate Minimum Mean Square Error Estimate Algorithm Filtering Method in Signal Processing Gaussian Assumption Gaussian Processes IMMMC Algorithm Interacting Multiple Model Monte Carlo Algorithm Interpolation And Function Approximation Kalman Filter Markov Plant Markov Processes Mean Square Error Method Measurement Uncertainties Measurement Uncertainty Modelling And Identification Monte Carlo Method Monte Carlo Sampling Method Multivariable Control System Networked Control System Networked System Numerical Analysis Quantised Measurement Expectation Sampling Method Signal Processing Theory Simulation State Estimation Statistical Knowledge
Content Type	Text
Resource Type	Article
Subject	Control and Optimization Control and Systems Engineering Human-Computer Interaction Electrical and Electronic Engineering Computer Science Applications

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