On ${\mathcal H}_{\infty }$ Finite-Horizon Filtering Under Stochastic Protocol: Dealing With High-Rate Communication Networks

This paper is concerned with the <inline-formula><tex-math notation="LaTeX">${\mathcal H}_{\infty }$</tex-math> </inline-formula> filtering problem for a class of time-varying nonlinear delayed system under high-rate communication network and stochastic protocol (SP). The communication between the sensors and the state estimator is implemented via a shared high-rate communication network in which multiple transmissions are generated between two adjacent sampling instants of sensors. At each transmission instant, only one sensor is allowed to get access to the communication network in order to avoid data collisions and the SP is employed to determine which sensor obtains access to the network at a certain instant. The mapping technology is applied to characterize the randomly switching behavior of the data transmission resulting from the utilization of the SP. The aim of the problem addressed is to design an estimator such that the <inline-formula><tex-math notation="LaTeX">${\mathcal H}_{\infty }$</tex-math></inline-formula> disturbance attenuation level is guaranteed for the estimation error dynamics over a given finite horizon. Sufficient conditions are derived for the existence of the finite-horizon filter satisfying the prescribed <inline-formula> <tex-math notation="LaTeX">${\mathcal H}_{\infty }$</tex-math></inline-formula> performance requirement, and the explicit expression of the time-varying filter gains is characterized by resorting to a set of recursive matrix inequalities. Simulation results demonstrate the effectiveness of the proposed filter design scheme.

[1]  E. Fridman,et al.  Robust H2 filtering of linear systems with time delays , 2003, CDC.

[2]  Lei Zou,et al.  Observer-based H∞ control of networked systems with stochastic communication protocol: The finite-horizon case , 2016, Autom..

[3]  Karl Henrik Johansson,et al.  Networked Control With Stochastic Scheduling , 2015, IEEE Transactions on Automatic Control.

[4]  Guang-Hong Yang,et al.  Fault detection and isolation for networked control systems with finite frequency specifications , 2014 .

[5]  Alberto Bemporad,et al.  Stability analysis of stochastic Networked Control Systems , 2010, ACC 2010.

[6]  Emilia Fridman,et al.  Robust H∞ filtering of linear systems with time-varying delay , 2003, IEEE Trans. Autom. Control..

[7]  Dragan Nesic,et al.  Input–Output Stability of Networked Control Systems With Stochastic Protocols and Channels , 2008, IEEE Transactions on Automatic Control.

[8]  Emilia Fridman,et al.  A Round-Robin Type Protocol for Distributed Estimation with H∞ Consensus , 2014, Syst. Control. Lett..

[9]  Fuad E. Alsaadi,et al.  A Resilient Approach to Distributed Filter Design for Time-Varying Systems Under Stochastic Nonlinearities and Sensor Degradation , 2017, IEEE Transactions on Signal Processing.

[10]  Linda Bushnell,et al.  Stability analysis of networked control systems , 1999, Proceedings of the 1999 American Control Conference (Cat. No. 99CH36251).

[11]  Gang Feng,et al.  Optimal linear estimation for networked systems with communication constraints , 2011, Autom..

[12]  Yung Kuan Foo,et al.  Finite Horizon ${H}^{\infty}$ Filtering With Initial Condition , 2006, IEEE Transactions on Circuits and Systems II: Express Briefs.

[13]  Long Yu,et al.  Stabilisation of networked control systems with communication constraints and multiple distributed transmission delays , 2009 .

[14]  Huijun Gao,et al.  On H-infinity Estimation of Randomly Occurring Faults for A Class of Nonlinear Time-Varying Systems With Fading Channels , 2016, IEEE Transactions on Automatic Control.

[15]  Zidong Wang,et al.  Envelope-constrained H∞ filtering with fading measurements and randomly occurring nonlinearities: The finite horizon case , 2015, Autom..

[16]  Huiping Li,et al.  Robust H∞ filtering for nonlinear stochastic systems with uncertainties and Markov delays , 2012, Autom..

[17]  Lei Zou,et al.  Set-membership filtering for time-varying systems with mixed time-delays under Round-Robin and Weighted Try-Once-Discard protocols , 2016, Autom..

[18]  Ya-Jun Pan,et al.  Stability analysis of networked control systems with round-robin scheduling and packet dropouts , 2013, J. Frankl. Inst..

[19]  Li Sheng,et al.  Relationship Between Nash Equilibrium Strategies and $H_{2}/H_{\infty}$ Control of Stochastic Markov Jump Systems With Multiplicative Noise , 2014, IEEE Transactions on Automatic Control.

[20]  Yung Kuan Foo Finite Horizon HINFINITY Filtering With Initial Condition , 2006, IEEE Trans. Circuits Syst. II Express Briefs.

[21]  Zidong Wang,et al.  Variance-constrained H∞ control for a class of nonlinear stochastic discrete time-varying systems: The event-triggered design , 2016, Autom..

[22]  Nathan van de Wouw,et al.  Stability Analysis of Networked Control Systems Using a Switched Linear Systems Approach , 2011, IEEE Trans. Autom. Control..