A jump filter for uncertain dynamic systems with dropouts

In this work, we consider a state estimation problem for linear uncertain discrete-time systems over a network with dropouts. The uncertainty of the plant model is described by a norm-bounded time-varying parameter that affects the system matrix. We design a jump filter that minimizes an upper bound of the trace of the state estimation error covariance for all possible parameter uncertainties and whose gains are selected from a precalculated finite set depending on the possible measurement reception scenarios. The presented procedure allows us to relate the complexity of the jump filter to the achievable estimation performance.

[1]  Mo-Yuen Chow,et al.  Networked Control System: Overview and Research Trends , 2010, IEEE Transactions on Industrial Electronics.

[2]  Daniel W. C. Ho,et al.  Robust ${{\cal H}}_{\infty}$ Filtering for Markovian Jump Systems With Randomly Occurring Nonlinearities and Sensor Saturation: The Finite-Horizon Case , 2011, IEEE Transactions on Signal Processing.

[3]  G. Guo,et al.  Variance‐constrained robust estimation for uncertain systems with multiple packet dropouts , 2013 .

[4]  Bruno Sinopoli,et al.  Kalman filtering with intermittent observations , 2004, IEEE Transactions on Automatic Control.

[5]  Bo Chen,et al.  Robust Kalman filtering for uncertain state delay systems with random observation delays and missing measurements , 2011 .

[6]  W. McEneaney.  Robust/ H ∞ filtering for nonlinear systems , 1998 .

[7]  L. Ghaoui,et al.  A cone complementarity linearization algorithm for static output-feedback and related problems , 1997, IEEE Trans. Autom. Control..

[8]  Daniel W. C. Ho,et al.  Variance-constrained filtering for uncertain stochastic systems with missing measurements , 2003, IEEE Trans. Autom. Control..

[9]  Daniel E. Quevedo,et al.  Performance vs Complexity Trade-Offs for Markovian Networked Jump Estimators , 2014 .

[10]  Luca Schenato,et al.  Optimal Estimation in Networked Control Systems Subject to Random Delay and Packet Drop , 2008, IEEE Transactions on Automatic Control.

[11]  Roberto Sanchis,et al.  Estimation in multisensor networked systems with scarce measurements and time varying delays , 2012, Syst. Control. Lett..

[12]  G. Guo,et al.  Variance-Constrained Robust Estimation for Discrete-Time Systems with Communication Constraints , 2014 .

[13]  Roberto Sanchis,et al.  Inferential networked control with accessibility constraints in both the sensor and actuator channels , 2014, Int. J. Syst. Sci..

[14]  Peter Seiler,et al.  Estimation with lossy measurements: jump estimators for jump systems , 2003, IEEE Trans. Autom. Control..

[15]  Roberto Sanchis,et al.  Jump state estimation with multiple sensors with packet dropping and delaying channels , 2016, Int. J. Syst. Sci..

[16]  João Pedro Hespanha,et al.  A Survey of Recent Results in Networked Control Systems , 2007, Proceedings of the IEEE.

[17]  Daniel W. C. Ho,et al.  Robust filtering under randomly varying sensor delay with variance constraints , 2003, IEEE Transactions on Circuits and Systems II: Express Briefs.

[18]  Lihua Xie,et al.  Robust control of a class of uncertain nonlinear systems , 1992 .

[19]  Daniel W. C. Ho,et al.  Variance-Constrained ${\cal H}_{\infty}$ Filtering for a Class of Nonlinear Time-Varying Systems With Multiple Missing Measurements: The Finite-Horizon Case , 2010, IEEE Transactions on Signal Processing.

[20]  Ivan Stojmenovic,et al.  Guest Editorial Special Issue on Wireless Sensor and Actuator Networks , 2011 .

[21]  M. Mahmoud,et al.  Robust Kalman filtering for discrete-time Markovian jump systems with parameter uncertainty , 2004 .