Robust recursive filter for uncertain multi-rate system in sensor networks

In this paper, the robust recursive filtering problem is investigated for a class of uncertain multi-rate systems in sensor networks. Each sensor node receives signals from its neighboring node according to a given network topology. The uncertain multi-rate system under consideration is first transformed into a singular uncertain single-rate system by recurring to the lifting technique. Then, an optimal robust recursive filter is designed for the resulting singular uncertain single-rate system via a solution to an optimization problem. Moreover, the convergence of the filtering algorithm is also discussed. Finally, a simulation example is presented to verify the effectiveness of the proposed design approach.

[1]  David P. Stanford,et al.  Stability for a Multi-Rate Sampled-Data System , 1979 .

[2]  Wenwu Yu,et al.  Distributed Consensus Filtering in Sensor Networks , 2009, IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics).

[3]  Li Qiu,et al.  H∞ design of general multirate sampled-data control systems , 1994, Autom..

[4]  Ali H. Sayed,et al.  A framework for state-space estimation with uncertain models , 2001, IEEE Trans. Autom. Control..

[5]  Yeung Sam Hung,et al.  Distributed H∞-consensus filtering in sensor networks with multiple missing measurements: The finite-horizon case , 2010, Autom..

[6]  Quan Pan,et al.  Multi-rate stochastic H∞ filtering for networked multi-sensor fusion , 2010, Autom..

[7]  João Yoshiyuki Ishihara,et al.  Optimal robust filtering for systems subject to uncertainties , 2015, Autom..

[8]  Iman Izadi,et al.  An H∞ approach to fast rate fault detection for multirate sampled-data systems , 2006 .

[9]  João Yoshiyuki Ishihara,et al.  Robust Kalman filter for descriptor systems , 2006, IEEE Transactions on Automatic Control.

[10]  Yan Liang,et al.  Fault detection for multi-rate sensor fusion under multiple uncertainties , 2015 .

[11]  A. Smyth,et al.  Multi-rate Kalman filtering for the data fusion of displacement and acceleration response measurement in dynamic system monitoring , 2007 .

[12]  Geir E. Dullerud,et al.  An LMI solution to the robust synthesis problem for multi-rate sampled-data systems , 2001, Autom..

[13]  Gang Feng,et al.  Multi-rate distributed fusion estimation for sensor networks with packet losses , 2012, Autom..

[14]  Horacio J. Marquez,et al.  Multirate Observers for Nonlinear Sampled-Data Systems Using Input-to-State Stability and Discrete-Time Approximation , 2014, IEEE Transactions on Automatic Control.

[15]  Quan Pan,et al.  Multi-rate optimal state estimation , 2009, Int. J. Control.