研究了具有丢失观测, 一步观测滞后和随机丢包多通道系统的最优滤波器设计问题. 首先通过三组Bernoulli分布随机变量来描述由传感器损耗造成的丢失观测以及网络数据传输过程中出现的一步滞后和多丢包现象. 然后基于新息分析方法, 提出了线性最小方差意义下的最优线性滤波器. 它通过解一个Riccati方程和一个Lyapunov方程得到. 最后给出了稳态最优滤波器存在的一个充分条件. 仿真验证了其有效性.

This paper is concerned with the design of the optimal filter for multi- channel system with missing observations, one-step measurement delay and random packet dropouts. Firstly, three groups of Bernoulli distributed random variables are employed to depict the phenomena of missing observations caused by sensors fade, one-step delay and multiple packet dropouts in data transmission by networks. Then, based on an innovation analysis approach, the optimal linear filter is presented in the linear minimum variance sense. It is solved based on a Riccati equation and a Lya- punov equation. Finally, a sufficient condition for the exitence of the steady-state optimal filter is given. A simulation example verifies iteffectiveness.