×

Linear estimation for networked control systems with random transmission delays and packet dropouts. (English) Zbl 1339.93105

Summary: In networked control systems, random delays and packet dropouts are inevitable during data transmissions due to the limited communication capacity. The phenomena of random delays and packet dropouts of both sides from a sensor to an estimator and from a controller to an actuator are modeled via employing two groups of Bernoulli random variables. By defining some new variables, the original system with random delays and packet dropouts is equivalently transformed into a stochastic parameterized system. The optimal linear filter, predictor and smoother in the linear minimum variance sense are presented via the orthogonality projection approach. They depend on the probabilities of the stochastic parameters. The solutions to the optimal linear estimators are given by three equations including a Riccati, a Lyapunov and a simple difference. The stability of the proposed estimators is analyzed. At last, a sufficient condition for the existence of the steady-state estimators is given for time-invariant systems. Two examples are provided to verify the effectiveness of the proposed algorithms.

MSC:

93E10 Estimation and detection in stochastic control theory
Full Text: DOI

References:

[1] Anderson, B. D.O.; Moore, J. B., Optimal Filtering (1979), Prentice-Hall: Prentice-Hall Englewood Cliffs, New Jersey · Zbl 0688.93058
[2] Che, W.; Li, Y.; Wang, Y., H-infinity tracking control for NCS with packet losses in multiple channels case, Int. J. Innov. Comput., Inform. Control, 7, 6507-6522 (2011)
[3] Dong, H.; Wang, Z.; Gao, H., Robust \(H_∞\) filtering for a class of nonlinear networked systems with multiple stochastic communication delays and packet dropouts, IEEE Trans. Signal Process., 58, 1957-1966 (2010) · Zbl 1392.94183
[4] Gao, H.; Chen, T., \(H_∞\) estimation for uncertain systems with limited communication capacity, IEEE Trans. Autom. Control, 52, 2070-2084 (2007) · Zbl 1366.93155
[5] DE Koning, W. L., Optimal estimation of linear discrete-time systems with stochastic parameters, Automatica, 20, 113-115 (1984) · Zbl 0542.93062
[6] Lewis, F.; Xie, L.; Popa, D., Optimal and Robust Estimation (2007), CRC Press
[7] Liang, Y.; Chen, T.; Pan, Q., Optimal linear state estimator with multiple packet dropouts, IEEE Trans. Autom. Control, 55, 1428-1433 (2010) · Zbl 1368.93720
[8] Ma, J.; Sun, S. L., Optimal linear estimators for systems with random sensor delays, multiple packet dropouts and uncertain observations, IEEE Trans. Signal Process., 59, 5181-5192 (2011) · Zbl 1391.93215
[9] Mahmoud, M. S.; Emzir, M. F., State estimation with asynchronous multi-rate multi-smart sensors, Inform. Sci., 196, 15-27 (2012)
[10] Moayedi, M.; Foo, Y. K.; Soh, Y. C., Adaptive Kalman filtering in networked systems with random sensor delays, multiple packet dropouts and missing measurements, IEEE Trans. Sig. Process., 58, 1577-1588 (2010) · Zbl 1391.93252
[11] Ray, A.; Liou, L. W.; Shen, J. H., State estimation using randomly delayed measurements, J. Dynam. Syst., Measur. Control, 115, 19-26 (1993)
[12] Sahebsara, M.; Chen, T.; Shah, S. L., Optimal \(H_2\) filtering with random sensor delay, multiple packet dropout and uncertain observations, Int. J. Control, 80, 292-301 (2007) · Zbl 1140.93486
[13] Sahebsara, M.; Chen, T.; Shah, S. L., Optimal \(H_2\) filtering in networked control systems with multiple packet dropouts, IEEE Trans. Autom. Control, 52, 1508-1513 (2007) · Zbl 1366.93659
[14] Schenato, L., Optimal estimation in networked control systems subject to random delay and packet drop, IEEE Trans. Autom. Control, 53, 1311-1317 (2008) · Zbl 1367.93633
[15] Sinopoli, B.; Schenato, L.; Franceschetti, M.; Poolla, K.; Jordan, M.; Sastry, S., Kalman filtering with intermittent observations, IEEE Trans. Autom. Control, 49, 1453-1464 (2004) · Zbl 1365.93512
[16] Song, H. B.; Yu, L.; Zhang, W. A., Networked \(H_∞\) filtering for linear discrete-time systems, Inform. Sci., 181, 686-696 (2011) · Zbl 1205.93096
[17] Su, X.; Shi, P.; Wu, L.; Song, Y., A novel approach to filter design for T-S fuzzy discrete-time systems with time-varying delay, IEEE Trans. Fuzzy Syst., 20, 1114-1129 (2012)
[20] Sun, S. L.; Xie, L. H.; Xiao, W. D.; Soh, Y. C., Optimal linear estimation for systems with multiple packet dropouts, Automatica, 44, 1333-1342 (2008) · Zbl 1283.93271
[21] Sun, S. L., Linear Optimal state and input estimators for networked control systems with multiple packet dropouts, Int. J. Innov., Comput. Inform. Control, 8, 7289-7305 (2012)
[22] Sun, S. L.; Xie, L. H.; Xiao, W. D.; Xiao, N., Optimal filtering for systems with multiple packet dropouts, IEEE Trans. Circ. Syst.-II: Expr. Briefs, 55, 695-699 (2008)
[23] Sun, S. L., Linear minimum variance estimators for systems with bounded random measurement delays and packet dropouts, Signal Process., 89, 1457-1466 (2009) · Zbl 1178.94153
[24] Sun, S. L., Optimal linear filters for discrete-time systems with randomly delayed and lost measurements with/without time stamps, IEEE Trans. Autom. Control, 58, 1551-1556 (2013) · Zbl 1369.93653
[25] Tian, E.; Yue, D.; Peng, C., Quantized output feedback control for networked control systems, Inform. Sci., 178, 2734-2749 (2008) · Zbl 1179.93096
[26] Wang, Z.; Ho, D. W.C.; Liu, X., Robust filtering under randomly varying sensor delay with variance constraints, IEEE Trans. Circ. Syst.-II: Expr. Briefs, 51, 320-326 (2004)
[27] Xia, Y.; Fu, M.; Liu, G., Analysis and Synthesis of Networked Control Systems (2011), Springer: Springer Heidelberg · Zbl 1228.93004
[28] Xia, Y.; Shang, J.; Chen, J.; Liu, G., Networked data fusion with packet losses and variable delays, IEEE Trans. Syst., Man, Cybernet., Part B, 39, 1107-1120 (2009)
[29] Xia, Y.; Liu, G. P.; Fu, M.; Rees, D., Predictive control of networked systems with random delay and data dropout, IET Control Theory Appl., 3, 1476-1486 (2009)
[30] Xia, Y.; Xie, W.; Liu, B.; Wang, X., Data-driven predictive control for networked control systems, Inform. Sci., 235, 45-54 (2013) · Zbl 1284.93220
[31] Xia, Y.; Yan, J.; Shang, J.; Fu, M.; Liu, B., Stabilization of quantized systems based on Kalman filter, Control Eng. Pract., 20, 954-962 (2012)
[32] Xu, N., Random Signal Estimation and System Control (2001), Beijing Industrial University Press
[33] Yang, F.; Wang, Z.; Feng, G.; Liu, X., Robust filtering with randomly varying sensor delay: the finite-horizon case, IEEE Trans. Circ. Syst. I, Regul. Pap., 56, 664-672 (2009) · Zbl 1468.94274
[34] Yang, R.; Shi, P.; Liu, G., H-infinity filtering for discrete-time networked nonlinear systems with mixed random delays and packet dropouts, IEEE Trans. Autom. Control, 56, 2655-2660 (2011) · Zbl 1368.93734
[35] Yang, R.; Shi, P.; Liu, G.; Gao, H., Network-based feedback control for systems with mixed delays based on quantization and dropout compensation, Automatica, 47, 2805-2809 (2011) · Zbl 1235.93112
[36] Zhang, H. S.; Feng, G.; Han, C. Y., Linear estimation for random delay systems, Syst. Control Lett., 60, 450-459 (2011) · Zbl 1222.93143
[37] Zhang, H. S.; Song, X. M.; Shi, L., Convergence and mean square stability of suboptimal estimator for systems with measurement packet dropping, IEEE Trans. Autom. Control, 57, 1248-1253 (2012) · Zbl 1369.93664
[38] Zhang, W. A.; Yu, L.; Song, H. B., \(H_∞\) filtering of networked discrete-time systems with random packet losses, Inform. Sci., 179, 3944-3955 (2009) · Zbl 1187.93132
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.