Switched filtering for networked systems with multiple packet dropouts

Abstract This paper is concerned with the state estimation problem for networked systems in presence of packet dropouts in both sensor-to-filter and controller-to-actuator channels. The considered stochastic packet dropouts are independent and Bernoulli distributed. Based on an auxiliary linear-minimum-variance (LMV) filter and hard-decision, a switched filter is proposed for state estimation. The proposed filter is proved to have better estimation performance than the existing LMV filter. A sufficient condition on stability of the switched filter for time-invariant systems with constant controller outputs is also given. Unlike the exiting stability conditions for LMV filters, the proposed one does not require that the estimated plant is stable. Simulation results show the advantage and the effectiveness of the developed filter and its stability condition.

[1]  Bugong Xu,et al.  Filter designing with finite packet losses and its application for stochastic systems , 2011 .

[2]  Zhansheng Duan,et al.  On optimal state estimation with multiple packet dropouts , 2010, 2010 13th International Conference on Information Fusion.

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

[4]  Luca Schenato,et al.  To Zero or to Hold Control Inputs With Lossy Links? , 2009, IEEE Transactions on Automatic Control.

[5]  Jing Ma,et al.  Optimal linear estimators for multi-sensor stochastic uncertain systems with packet losses of both sides , 2015, Digit. Signal Process..

[6]  Sirish L. Shah,et al.  Optimal Hinfinity filtering in networked control systems with multiple packet dropouts , 2008, Syst. Control. Lett..

[7]  Soummya Kar,et al.  Kalman Filtering With Intermittent Observations: Weak Convergence to a Stationary Distribution , 2009, IEEE Transactions on Automatic Control.

[8]  Thia Kirubarajan,et al.  Estimation with Applications to Tracking and Navigation: Theory, Algorithms and Software , 2001 .

[9]  Dimitrios Hristu-Varsakelis,et al.  Short-Period Communication and the Role of Zero-Order Holding in Networked Control Systems , 2008, IEEE Transactions on Automatic Control.

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

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

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

[13]  Eduardo I. Silva,et al.  An Alternative Look at the Constant-Gain Kalman Filter for State Estimation Over Erasure Channels , 2013, IEEE Transactions on Automatic Control.

[14]  Lihua Xie,et al.  Optimal linear estimation for systems with multiple packet dropouts , 2008, Autom..

[15]  Jing Ma,et al.  Linear estimation for networked control systems with random transmission delays and packet dropouts , 2014, Inf. Sci..

[16]  Tongwen Chen,et al.  Optimal ${\cal H}_{2}$ Filtering in Networked Control Systems With Multiple Packet Dropout , 2007, IEEE Transactions on Automatic Control.

[17]  Xiaofeng Wang,et al.  Networked Strong Tracking Filtering with Multiple Packet Dropouts: Algorithms and Applications , 2014, IEEE Transactions on Industrial Electronics.

[18]  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.

[19]  Raquel Caballero-Águila,et al.  Fusion estimation using measured outputs with random parameter matrices subject to random delays and packet dropouts , 2016, Signal Process..

[20]  Quan Pan,et al.  Optimal Linear State Estimator With Multiple Packet Dropouts , 2010, IEEE Transactions on Automatic Control.

[21]  Wei Chen,et al.  LQG control of LTI systems with random input and output gains , 2012, 2012 IEEE 51st IEEE Conference on Decision and Control (CDC).

[22]  Bruno Sinopoli,et al.  Foundations of Control and Estimation Over Lossy Networks , 2007, Proceedings of the IEEE.

[23]  Lihua Xie,et al.  Optimal Full-Order and Reduced-Order Estimators for Discrete-Time Systems With Multiple Packet Dropouts , 2008, IEEE Transactions on Signal Processing.

[24]  Eduardo I. Silva,et al.  An approach to stationary state estimation with missing data , 2011, 2011 9th IEEE International Conference on Control and Automation (ICCA).