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Optimal filtering for networked systems with stochastic sensor gain degradation
Authors:Yang Liu  Xiao He  Zidong Wang  Donghua Zhou
Affiliation:1. Department of Automation, TNList, Tsinghua University, Beijing, 100084, PR China;2. Department of Computer Science, Brunel University, Uxbridge, Middlesex, UB8 3PH, UK
Abstract:In this paper, the optimal filtering problem is investigated for a class of networked systems in the presence of stochastic sensor gain degradations. The degradations are described by sequences of random variables with known statistics. A new measurement model is put forward to account for sensor gain degradations, network-induced time delays as well as network-induced data dropouts. Based on the proposed new model, an optimal unbiased filter is designed that minimizes the filtering error variance at each time-step. The developed filtering algorithm is recursive and therefore suitable for online application. Moreover, both currently and previously received signals are utilized to estimate the current state in order to achieve a better accuracy. A numerical simulation is exploited to illustrate the effectiveness of the proposed algorithm.
Keywords:Optimal filtering  Networked systems  Sensor gain  Stochastic degradation  Recursive algorithms
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