Optimal Linear Estimators for Systems With Finite-Step Correlated Noises and Packet Dropout Compensations

2016 ◽  
Vol 64 (21) ◽  
pp. 5672-5681 ◽  
Author(s):  
Shuli Sun ◽  
Tian Tian ◽  
Honglei Lin
2018 ◽  
Vol 2018 ◽  
pp. 1-10
Author(s):  
Yazhou Li ◽  
Jiayi Li ◽  
Xin Wang

The optimal linear estimation problems are investigated in this paper for a class of discrete linear systems with fading measurements and correlated noises. Firstly, the fading measurements occur in a random way where the fading probabilities are regulated by probability mass functions in a given interval. Furthermore, time-delay exists in the system state and observation simultaneously. Additionally, the multiplicative noises are considered to describe the uncertainty of the state. Based on the projection theory, the linear minimum variance optimal linear estimators, including filter, predictor, and smoother are presented in the paper. Compared with conventional state augmentation, the new algorithm is finite-dimensionally computable and does not increase computational and storage load when the delay is large. A numerical example is provided to illustrate the effectiveness of the proposed algorithms.


2020 ◽  
Vol 20 (2) ◽  
pp. 80-92
Author(s):  
Li-Guo Tan ◽  
Cheng Xu ◽  
Yu-Fei Wang ◽  
Hao-Nan Wei ◽  
Kai Zhao ◽  
...  

AbstractThis paper is focused on the nonlinear state estimation problem with finite-step correlated noises and packet loss. Firstly, by using the projection theorem repeatedly, the mean and covariance of process noise and measurement noise in the condition of measurements before the current epoch are calculated. Then, based on the Gaussian approximation recursive filter (GASF) and the prediction compensation mechanism, one-step predictor and filter with packet dropouts are derived, respectively. Based on these, a nonlinear Gaussian recursive filter is proposed. Subsequently, the numerical implementation is derived based on the cubature Kalman filter (CKF), which is suitable for general nonlinear system and with higher accuracy compared to the algorithm expanded from linear system to nonlinear system through Taylor series expansion. Finally, the strong nonlinearity model is used to show the superiority of the proposed algorithm.


2003 ◽  
Vol 90 (2) ◽  
pp. 549-558 ◽  
Author(s):  
S. Ben Hamed ◽  
W. Page ◽  
C. Duffy ◽  
A. Pouget

Basis functions have been extensively used in models of neural computation because they can be combined linearly to approximate any nonlinear functions of the encoded variables. We investigated whether dorsal medial superior temporal (MSTd) area neurons use basis functions to simultaneously encode heading direction, eye position, and the velocity of ocular pursuit. Using optimal linear estimators, we first show that the head-centered and eye-centered position of a focus of expansion (FOE) in optic flow, pursuit direction, and eye position can all be estimated from the single-trial responses of 144 MSTd neurons with an average accuracy of 2–3°, a value consistent with the discrimination thresholds measured in humans and monkeys. We then examined the format of the neural code for the head-centered position of the FOE, eye position, and pursuit direction. The basis function hypothesis predicts that a large majority of cells in MSTd should encode two or more signals simultaneously and combine these signals nonlinearly. Our analysis shows that 95% of the neurons encode two or more signals, whereas 76% code all three signals. Of the 95% of cells encoding two or more signals, 90% show nonlinear interactions between the encoded variables. These findings support the notion that MSTd may use basis functions to represent the FOE in optic flow, eye position, and pursuit.


Author(s):  
Rosa M. Fernández-Alcalá ◽  
Jesús Navarro-Moreno ◽  
Juan C. Ruiz-Molina

The centralized fusion estimation problem for discrete-time vectorial tessarine signals in multiple sensor stochastic systems with random one-step delays and correlated noises is analyzed under different T-properness conditions. Based on Tk, k=1,2, linear processing, new centralized fusion filtering, prediction, and fixed-point smoothing algorithms are devised. These algorithms have the advantage of providing optimal estimators with a significant reduction in computational cost compared to that obtained through a real or widely linear processing approach. Simulation examples illustrate the effectiveness and applicability of the algorithms proposed, in which the superiority of the Tk linear estimators over their counterparts in the quaternion domain is apparent.


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