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An event-triggered approach to state estimation with multiple point- and set-valued measurements. (English) Zbl 1296.93187

Summary: In this work, we consider state estimation based on the information from multiple sensors that provide their measurement updates according to separate event-triggering conditions. An optimal sensor fusion problem based on the hybrid measurement information (namely, point- and set-valued measurements) is formulated and explored. We show that under a commonly-accepted Gaussian assumption, the optimal estimator depends on the conditional mean and covariance of the measurement innovations, which applies to general event-triggering schemes. For the case that each channel of the sensors has its own event-triggering condition, closed-form representations are derived for the optimal estimate and the corresponding error covariance matrix, and it is proved that the exploration of the set-valued information provided by the event-triggering sets guarantees the improvement of estimation performance. The effectiveness of the proposed event-based estimator is demonstrated by extensive Monte Carlo simulation experiments for different categories of systems and comparative simulation with the classical Kalman filter.

MSC:

93E10 Estimation and detection in stochastic control theory
93E11 Filtering in stochastic control theory
93C65 Discrete event control/observation systems
Full Text: DOI

References:

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