控制与决策
控製與決策
공제여결책
CONTROL AND DECISION
2013年
2期
223-228
,共6页
丢包%ARMA信号%状态估值器%白噪声估值器%射影理论
丟包%ARMA信號%狀態估值器%白譟聲估值器%射影理論
주포%ARMA신호%상태고치기%백조성고치기%사영이론
packet dropout%ARMA signal%state estimator%white noise estimator%projection theory
研究网络环境下具有随机丢包的自回归滑动平均(ARMA)信号的估计问题,其中丢包现象通过一个满足Bernoulli分布的随机变量描述.通过ARMA模型与状态空间模型的转化,将具有丢包的ARMA信号估计问题转化为具有丢包的状态空间模型的状态和白噪声估计问题.利用射影理论分别给出线性最小方差最优线性状态估值器和白噪声估值器,进而获得ARMA信号估值器.仿真结果表明,当存在数据丢失时,所提出的算法与以往基于完整数据的最优估计算法相比具有最优性和有效性.
研究網絡環境下具有隨機丟包的自迴歸滑動平均(ARMA)信號的估計問題,其中丟包現象通過一箇滿足Bernoulli分佈的隨機變量描述.通過ARMA模型與狀態空間模型的轉化,將具有丟包的ARMA信號估計問題轉化為具有丟包的狀態空間模型的狀態和白譟聲估計問題.利用射影理論分彆給齣線性最小方差最優線性狀態估值器和白譟聲估值器,進而穫得ARMA信號估值器.倣真結果錶明,噹存在數據丟失時,所提齣的算法與以往基于完整數據的最優估計算法相比具有最優性和有效性.
연구망락배경하구유수궤주포적자회귀활동평균(ARMA)신호적고계문제,기중주포현상통과일개만족Bernoulli분포적수궤변량묘술.통과ARMA모형여상태공간모형적전화,장구유주포적ARMA신호고계문제전화위구유주포적상태공간모형적상태화백조성고계문제.이용사영이론분별급출선성최소방차최우선성상태고치기화백조성고치기,진이획득ARMA신호고치기.방진결과표명,당존재수거주실시,소제출적산법여이왕기우완정수거적최우고계산법상비구유최우성화유효성.
The estimation problem for autoregressive moving average(ARMA) signals with stochastic packet dropouts in the networked environment is studied, where the phenomenon of the packet dropouts is described by a Bernoulli distributed random variable. The estimation problem for ARMA signals with packet dropouts is converted to the one for the state and white noise of state space model with packet dropouts by the transform from ARMA model to the state space model. Based on projection theory, the optimal linear estimators for the state and white noise are derived in the linear minimum variance sense respectively. Further, the estimators for ARMA signals are obtained. Simulation results show that, in the presence of packet dropouts, compared with the previous optimal estimation algorithms based on the complete data, the proposed algorithm has optimality and effectiveness.
