Event-based finite horizon state estimation for stochastic systems with network-induced phenomena

This paper investigates a finite horizon state estimation problem for a class of discrete-time stochastic systems with random transmission delays and out-of-order packets of data. Employing an event-driven signal-choosing scheme of logic zero-order-holder (LZOH), a system model is established synthetically in a unified form considering the network-induced phenomena, to drop out-of-order packets and improve system performance. By virtue of the established system model, a novel minimum error covariance matrix for the augmented state-space is obtained from the estimated variance constraint. With the aid of a finite horizon, the upper boundary of estimation error covariance is introduced during the information transmission from sensor to estimator, and the appropriate filter parameters are probed. To improve the estimation performance and alleviate the computation burden, an estimation-based compensation approach for random transmission delays is proposed using the received valid signals. Finally, the effectiveness and applicability of the proposed state estimation method are illustrated by a numerical simulation.

[1]  Yuanqing Xia,et al.  Optimal sequential and distributed fusion for state estimation in cross-correlated noise , 2013, Autom..

[2]  Na Li,et al.  Multi-sensor information fusion estimators for stochastic uncertain systems with correlated noises , 2016, Inf. Fusion.

[3]  Haiyang Chen,et al.  Event-triggered distributed dynamic state estimation with imperfect measurements over a finite horizon , 2017 .

[4]  Xiaoqiang Ren,et al.  Finite-horizon Gaussianity-preserving event-based sensor scheduling in Kalman filter applications , 2016, Autom..

[5]  Behrouz Safarinejadian,et al.  State estimation in fractional-order systems with coloured measurement noise , 2018, Trans. Inst. Meas. Control.

[6]  Peng Zhang,et al.  Robust weighted fusion Kalman filters for multisensor time-varying systems with uncertain noise variances , 2014, Signal Process..

[7]  Donghua Zhou,et al.  Event-Based Recursive Distributed Filtering Over Wireless Sensor Networks , 2015, IEEE Transactions on Automatic Control.

[8]  Dong Yue,et al.  To Transmit or Not to Transmit: A Discrete Event-Triggered Communication Scheme for Networked Takagi–Sugeno Fuzzy Systems , 2013, IEEE Transactions on Fuzzy Systems.

[9]  Tao Jiang,et al.  Energy Cost Minimization for Distributed Internet Data Centers in Smart Microgrids Considering Power Outages , 2015, IEEE Transactions on Parallel and Distributed Systems.

[10]  Cheng-Chew Lim,et al.  Event‐triggered control for networked Markovian jump systems , 2015 .

[11]  Wen-an Zhang,et al.  Distributed Finite-Horizon Fusion Kalman Filtering for Bandwidth and Energy Constrained Wireless Sensor Networks , 2014, IEEE Transactions on Signal Processing.

[12]  Reza Mahboobi Esfanjani,et al.  Improved robust finite-horizon Kalman filtering for uncertain networked time-varying systems , 2015, Inf. Sci..

[13]  Ma Jing,et al.  Optimal linear estimators for systems with multiple random measurement delays and packet dropouts , 2014, The 26th Chinese Control and Decision Conference (2014 CCDC).

[14]  Aolei Yang,et al.  Distributed weighted fusion estimation for uncertain networked systems with transmission time-delay and cross-correlated noises , 2017, Neurocomputing.

[15]  Qing-Long Han,et al.  Network-based H∞H∞ filtering using a logic jumping-like trigger , 2013, Autom..

[16]  Peng Zhang,et al.  Hierarchical fusion robust Kalman filter for clustering sensor network time‐varying systems with uncertain noise variances , 2015 .

[17]  Huajing Fang,et al.  Minimum variance estimation for linear uncertain systems with one-step correlated noises and incomplete measurements , 2016, Digit. Signal Process..

[18]  Huajing Fang,et al.  Recursive estimation for nonlinear stochastic systems with multi-step transmission delays, multiple packet dropouts and correlated noises , 2015, Signal Process..

[19]  Ming Zeng,et al.  Distributed weighted robust Kalman filter fusion for uncertain systems with autocorrelated and cross-correlated noises , 2013, Inf. Fusion.

[20]  Yang Liu,et al.  Optimal filtering for networked systems with stochastic sensor gain degradation , 2014, Autom..

[21]  Guanghui Wang,et al.  Modeling and estimation for networked systems with multiple random transmission delays and packet losses , 2014, Syst. Control. Lett..

[22]  Junqi Yang,et al.  Robust adaptive state estimation for uncertain nonlinear switched systems with unknown inputs , 2018, Trans. Inst. Meas. Control.

[23]  Minrui Fei,et al.  On hold or drop out-of-order packets in networked control systems , 2014, Inf. Sci..

[24]  Yan Song,et al.  Local condition-based finite-horizon distributed H∞-consensus filtering for random parameter system with event-triggering protocols , 2017, Neurocomputing.

[25]  Yang Liu,et al.  Finite-horizon quantized H∞ filter design for a class of time-varying systems under event-triggered transmissions , 2017, Syst. Control. Lett..

[26]  Mohamed Darouach,et al.  Event-based state estimation of linear dynamic systems with unknown exogenous inputs , 2016, Autom..

[27]  Yan Song,et al.  Finite-horizon H∞-consensus control for multi-agent systems with random parameters: The local condition case , 2017, J. Frankl. Inst..

[28]  Qing-Long Han,et al.  Distributed event-triggered H1 filtering over sensor networks with communication delays , 2014 .

[29]  Aurora Hermoso-Carazo,et al.  Distributed fusion estimation in networked systems with uncertain observations and Markovian random delays , 2015, Signal Process..

[30]  Lei Zou,et al.  On ${\mathcal H}_{\infty }$ Finite-Horizon Filtering Under Stochastic Protocol: Dealing With High-Rate Communication Networks , 2017, IEEE Transactions on Automatic Control.

[31]  Fuad E. Alsaadi,et al.  Event-based distributed recursive filtering for state-saturated systems with redundant channels , 2018, Information Fusion.

[32]  Marios M. Polycarpou,et al.  Distributed Sensor Fault Diagnosis for a Network of Interconnected Cyberphysical Systems , 2015, IEEE Transactions on Control of Network Systems.

[33]  Fuad E. Alsaadi,et al.  Finite-horizon H∞ filtering for switched time-varying stochastic systems with random sensor nonlinearities and packet dropouts , 2017, Signal Process..

[34]  Wen-an Zhang,et al.  Distributed Fusion Estimation With Missing Measurements, Random Transmission Delays and Packet Dropouts , 2014, IEEE Transactions on Automatic Control.

[35]  Jun Hu,et al.  Estimation, filtering and fusion for networked systems with network-induced phenomena: New progress and prospects , 2016, Inf. Fusion.

[36]  Fuli Wang,et al.  Improved set-membership guaranteed state estimation for uncertain non-linear systems , 2018 .