An Encoding-Decoding-Based State Estimation Scheme With Time-Correlated Fading Channels

In this letter, the issue of recursive state estimation for time-varying systems is ironed out under time-correlated fading channels and multiple description coding scheme. The measurements are transmitted through wireless channels, where the coefficients exhibit time-correlated fading. Accordingly, a class of auxiliary variables is introduced to construct an augmented system reflecting the state and fading coefficients. Furthermore, a two-description coding scheme is adopted to encode time-correlated fading measurements into two equally important descriptions. A recursive state estimator capable of guaranteeing an upper bound on the estimation error covariance is firstly designed, which innovatively considers both time-correlated channel fading and multiple description coding approach, and is suitable for online computing. Then, such an upper bound is minimized through appropriate estimator gain parameters. Finally, a numerical example is utilized to demonstrate the effectiveness of the proposed state estimation algorithm.