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Mathematical Problems in Engineering
Volume 2014, Article ID 404907, 12 pages
Research Article

Recursive Estimation for Dynamical Systems with Different Delay Rates Sensor Network and Autocorrelated Process Noises

State Key Laboratory of Laser Interaction with Matter, Changchun Institute of Optics, Fine Mechanics and Physics, Chinese Academy of Sciences, Changchun 130033, China

Received 11 November 2013; Revised 17 January 2014; Accepted 30 January 2014; Published 19 March 2014

Academic Editor: Rongni Yang

Copyright © 2014 Jianxin Feng. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


The recursive estimation problem is studied for a class of uncertain dynamical systems with different delay rates sensor network and autocorrelated process noises. The process noises are assumed to be autocorrelated across time and the autocorrelation property is described by the covariances between different time instants. The system model under consideration is subject to multiplicative noises or stochastic uncertainties. The sensor delay phenomenon occurs in a random way and each sensor in the sensor network has an individual delay rate which is characterized by a binary switching sequence obeying a conditional probability distribution. By using the orthogonal projection theorem and an innovation analysis approach, the desired recursive robust estimators including recursive robust filter, predictor, and smoother are obtained. Simulation results are provided to demonstrate the effectiveness of the proposed approaches.