Affiliation:
1. School of Information and Electronic Engineering Zhejiang Gongshang University Hangzhou China
2. School of Electrical and Electronic Engineering University of Adelaide Adelaide South Australia Australia
3. Institute of Intelligence Science and Engineering Shenzhen Polytechnic Shenzhen China
Abstract
SummaryThis paper considers the problem of convergence for the optimal linear filter with time‐correlated fading channel and channel noise (TCFCCN) proposed in Liu et al. A novel time‐varying random vector is defined where the vector includes the state error, the innovation, the fading state error and a small portion of the new measurement's noise. Based on studying the convergence of the time‐varying matrix obtained from the defined random vector, the optimal linear filter's convergence conditions are established. It is pointed out that, under proper conditions, the optimal linear filter is convergent and a set's each element converges to a unique fixed point. Two numerical examples are given to demonstrate the obtained theoretical results's effectiveness.
Funder
National Natural Science Foundation of China
Subject
Electrical and Electronic Engineering,Signal Processing,Control and Systems Engineering