Open AccessState estimation for censored system with colored noises: system reconstruction approach
Author(s) -
Zhifang Li,
Haiquan Zhao,
Yang Shang
Publication year - 2022
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/2183/1/012015
Subject(s) - colored , variance (accounting) , state (computer science) , colors of noise , property (philosophy) , computer science , class (philosophy) , algorithm , mathematics , control theory (sociology) , mathematical optimization , statistics , artificial intelligence , control (management) , white noise , philosophy , materials science , accounting , epistemology , business , composite material
A state estimation approach based on system reconstruction for a class of discrete-time linear censored systems with colored noises is proposed. Firstly, the censored system is re-modeled by compensating the censored measurement and adding the weight factor. Then, avoiding the traditional state expansion approach, and according to the random property of adjacent correlation colored noises and projective theory, the innovation variance, prediction gain and prediction error variance with recursive structure are obtained, and the state one-step predictor is given. Finally, a numerical example is applied to verify the feasibility of the proposed method.