Stochastic output delay identification of discrete-time Gaussian systems

Abstract In this paper we propose a solution to the problems of detecting a generally correlated stochastic output delay sequence of a linear system driven by Gaussian noise. This is the model for uncertain observations resulting from losses in the propagation channel due to fading phenomena or packet dropouts that is common in wireless sensor networks, networked control systems, or remote sensing applications. The solution we propose consists of a nonlinear detector which identifies online the stochastic delay sequence. The solution provided is optimal in the sense that minimizes the probability of error of the delay detector. Finally, a filtering stage fed with the information given by the detector can follow to estimate the state of the system. Numerical simulations show good performance of the proposed method.

[1]  Shaosheng Zhou,et al.  H∞ filtering for discrete-time systems with randomly varying sensor delays , 2008, Autom..

[2]  Alfredo Germani,et al.  Distributed Kalman Filtering Over Sensor Networks With Unknown Random Link Failures , 2018, IEEE Control Systems Letters.

[3]  Sergey V. Drakunov,et al.  Delay identification in time-delay systems using variable structure observers , 2006, Annu. Rev. Control..

[4]  He Huang,et al.  Dynamic Output Feedback Fault-Tolerant Control for Networked Control System with Random Delays , 2009 .

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

[6]  Subhrakanti Dey,et al.  Stability of Kalman filtering with Markovian packet losses , 2007, Autom..

[7]  Driss Boutat,et al.  Identification of the delay parameter for nonlinear time-delay systems with unknown inputs , 2013, Autom..

[8]  Y. Bar-Shalom,et al.  The interacting multiple model algorithm for systems with Markovian switching coefficients , 1988 .

[9]  Yury Orlov,et al.  Adaptive identification of linear time-delay systems: From theory toward application to engine transient fuel identification , 2009 .

[10]  Alfredo Germani,et al.  Joint State Estimation and Delay Identification for Nonlinear Systems With Delayed Measurements , 2017, IEEE Transactions on Automatic Control.

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

[12]  Yugang Niu,et al.  Stabilization of Markovian jump linear system over networks with random communication delay , 2009, Autom..

[13]  Youmin Zhang,et al.  Detection and diagnosis of sensor and actuator failures using IMM estimator , 1998 .

[14]  Gang Feng,et al.  Linear estimation for random delay systems , 2010, 49th IEEE Conference on Decision and Control (CDC).

[15]  Sirish L. Shah,et al.  Optimal H2 filtering with random sensor delay, multiple packet dropout and uncertain observations , 2007, Int. J. Control.

[16]  Andrea Monteriù,et al.  A detection-estimation approach to filtering with intermittent observations with generally correlated packet dropouts , 2015, 2015 54th IEEE Conference on Decision and Control (CDC).

[17]  Yang Shi,et al.  Output Feedback Stabilization of Networked Control Systems With Random Delays Modeled by Markov Chains , 2009, IEEE Transactions on Automatic Control.

[18]  Wen-an Zhang,et al.  Hinfinity filtering of network-based systems with random delay , 2009, Signal Process..

[19]  A. Hassibi,et al.  Control with random communication delays via a discrete-time jump system approach , 2000, Proceedings of the 2000 American Control Conference. ACC (IEEE Cat. No.00CH36334).

[20]  Abhinoy Kumar Singh,et al.  A Modified Bayesian Filter for Randomly Delayed Measurements , 2017, IEEE Transactions on Automatic Control.

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

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

[23]  Huanshui Zhang,et al.  Linear optimal filtering for discrete-time systems with random jump delays , 2009, Signal Process..

[24]  Alfredo Germani,et al.  Delay identification for a class of nonlinear systems , 2016, Int. J. Control.

[25]  Biao Huang,et al.  A new method for stabilization of networked control systems with random delays , 2005, Proceedings of the 2005, American Control Conference, 2005..

[26]  Wen-an Zhang,et al.  Modelling and control of networked control systems with both network-induced delay and packet-dropout , 2008, Autom..

[27]  Kok Lay Teo,et al.  An Optimization Approach to State-Delay Identification $ $ , 2010, IEEE Transactions on Automatic Control.

[28]  Xiao Ma,et al.  Optimal Filtering Over Uncertain Wireless Communication Channels , 2011, IEEE Signal Processing Letters.

[29]  Huanshui Zhang,et al.  Stabilization control for discrete time systems with random delay , 2015, 2015 American Control Conference (ACC).