Particle filter with Markovian packet dropout and time delay |
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| Authors: | Chen Yang Huajing Fang Bing Shi |
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| Institution: | School of Automation, Huazhong University of Science and Technology, Wuhan 430074, PR China |
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| Abstract: | This technical note is concerned with particle filter for the discrete-time nonlinear networked control system. First, modified particle filter algorithm with Markovian packet dropout and time delay is proposed, and its error covariance is benchmarked by Markovian Cramér-Rao lower bound. Second, an upper bound of the Markovian Cramér-Rao lower bound is presented for some special nonlinear networked systems. Third, some necessary conditions for the boundness of error covariance are given by obtaining some sufficient conditions for the bounded Markovian Cramér-Rao lower bound. Finally, numerical examples are presented to illustrate the efficiency of proposed particle filter. |
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| Keywords: | Corresponding author |
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