Open AccessNetworked filtering with Markov transmission delays and packet disordering
Author(s) -
Liu Andong,
Zhang Wenan,
Chen Bo,
Yu Li
Publication year - 2018
Publication title -
iet control theory and applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.059
H-Index - 108
eISSN - 1751-8652
pISSN - 1751-8644
DOI - 10.1049/iet-cta.2017.0755
Subject(s) - markov chain , network packet , filtering problem , markov process , transmission (telecommunications) , filter (signal processing) , computer science , control theory (sociology) , stochastic matrix , markov model , algorithm , mathematical optimization , mathematics , filter design , artificial intelligence , statistics , computer network , control (management) , telecommunications , machine learning , computer vision
This is concerned with the filtering problem for a class of networked systems with Markov transmission delays and packet disordering. The transmission delays are considered to be a Markov chain with finite states, and a packet reordering mechanism is proposed to deal with the packet disordering. According to the original transition probability matrix of Markov delays, a new method is developed to calculate the reordered transition probability matrix. A sufficient condition is derived such that the filtering error system is exponentially stable in the mean‐square sense. Moreover, an optimal filter is designed by solving a convex optimisation problem. An illustrative example is provided to show the effectiveness of the proposed filtering method.