Moving Horizon Estimation for Networked Systems with Packet Dropouts Compensation

This paper is concerned with state estimation for networked systems with multiple packet dropouts. A moving horizon estimation algorithm with prediction compensation is proposed, which contains two weight parameters that can be chosen with some freedom. An upper bound function for the expectation of the square norm of estimation error is obtained, and a sufficient condition for the convergence of estimator is given. Finally, an example is given to demonstrate the efficiency of the proposed method.

[1]  Dan Zhang,et al.  Analysis and synthesis of networked control systems: A survey of recent advances and challenges. , 2017, ISA transactions.

[2]  Yuanqing Xia,et al.  Nonuniform sampling Kalman filter for networked systems with Markovian packets dropout , 2018, J. Frankl. Inst..

[3]  Giorgio Battistelli,et al.  Receding-horizon estimation for discrete-time linear systems , 2003, IEEE Trans. Autom. Control..

[4]  Xiao Liang,et al.  Control for networked control systems with remote and local controllers over unreliable communication channel , 2018, Autom..

[5]  Li Yu,et al.  Moving horizon estimation for networked systems with multiple packet dropouts , 2012 .

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

[7]  Quanmin Zhu,et al.  Moving Horizon State Estimation for Networked Control Systems With Multiple Packet Dropouts , 2012, IEEE Transactions on Automatic Control.

[8]  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.

[9]  Jay H. Lee,et al.  Constrained linear state estimation - a moving horizon approach , 2001, Autom..

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

[11]  Shu-Li Sun,et al.  Optimal Linear Estimators for Systems With Finite-Step Correlated Noises and Packet Dropout Compensations , 2016, IEEE Transactions on Signal Processing.

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

[13]  Jing Ma,et al.  Multi-sensor distributed fusion estimation with applications in networked systems: A review paper , 2017, Inf. Fusion.

[14]  Giorgio Battistelli,et al.  Min-Max Moving-Horizon Estimation for Uncertain Discrete-Time Linear Systems , 2012, SIAM J. Control. Optim..