Sensor data scheduling for optimal state estimation with communication energy constraint

In this paper, we consider sensor data scheduling with communication energy constraint. A sensor has to decide whether to send its data to a remote estimator or not due to the limited available communication energy. We construct effective sensor data scheduling schemes that minimize the estimation error and satisfy the energy constraint. Two scenarios are studied: the sensor has sufficient computation capability and the sensor has limited computation capability. For the first scenario, we are able to construct the optimal scheduling scheme. For the second scenario, we are able to provide lower and upper bounds of the minimum error and construct a scheduling scheme whose estimation error falls within the bounds.     

The problem of optimal robust Kalman state estimation via limited capacity digital communication channels

This paper considers a state estimation problem for a continuous-time uncertain system via a digital communication channel with bit-rate constraints. The estimated state must be quantized, coded and transmitted via a limited capacity digital communication channel. Optimal and suboptimal recursive coder–decoder state estimation schemes are proposed and investigated.     

Robust state estimation for a class of uncertain time-delay systems

This paper considers a robust state estimation problem for a class of uncertain time-delay systems. In this problem, the noise and uncertainty are modelled deterministically via an integral quadratic constraint. The robust state estimation problem involves constructing the set of all possible states at the current time consistent with given output measurements and the integral quadratic constraint. This set is found to be an ellipsoid which is constructed via a linear state estimator.     

Dynamic sensor transmission power scheduling for remote state estimation

In this paper, we consider the problem of sensor transmission power scheduling for remote state estimation. We assume that the sensor has two transmission energy levels, where the high level corresponds to a high packet reception ratio. By exploiting the feedback information from the remote estimator, we aim to find an optimal transmission power schedule. We formulate the problem as a Markov decision process, and analytically develop a simple and optimal dynamic schedule which minimizes the average estimation error under the energy constraint. Furthermore, we derive the necessary and sufficient condition under which the remote state estimator is stable. It is shown that the estimation stability only depends on the high-energy packet reception ratio and the spectral radius of the system dynamic matrix.     

Kalman filtering over a packet-delaying network: A probabilistic approach

In this paper, we consider Kalman filtering over a packet-delaying network. Given the probability distribution of the delay, we can characterize the filter performance via a probabilistic approach. We assume that the estimator maintains a buffer of length D so that at each time k, the estimator is able to retrieve all available data packets up to time k−D+1. Both the cases of sensor with and without necessary computation capability for filter updates are considered. When the sensor has no computation capability, for a given D, we give lower and upper bounds on the probability for which the estimation error covariance is within a prescribed bound. When the sensor has computation capability, we show that the previously derived lower and upper bounds are equal to each other. An approach for determining the minimum buffer length for a required performance in probability is given and an evaluation on the number of expected filter updates is provided. Examples are provided to demonstrate the theory developed in the paper.     

State estimation over a communication network： measurement or estimate communication？

In this paper we consider the problem of state estimation over a communication network. Using estimationquality as a metric, two communication schemes are studied and compared. In scheme one, each sensor node communicatesits measurement data to the remote estimator, while in scheme two, each sensor node communicates its local state estimateto the remote estimator. We show that with perfect communication link, if the sensor has unlimited computation capability,the two schemes produce the same estimate at the estimator, and if the sensor has limited computation capability, schemeone is always better than scheme two. On the other hand, when data packet drops occur over the communication link, weshow that if the sensor has unlimited computation capability, scheme two always outperforms scheme one, and if the sensorhas limited computation capability, we show that in general there exists a critical packet arrival rate, above which schemeone outperforms scheme two. Simulations are provided to demonstrate the two schemes under various circumstances.     

Unbiased minimum-variance input and state estimation for linear discrete-time systems

This paper addresses the problem of simultaneously estimating the state and the input of a linear discrete-time system. A recursive filter, optimal in the minimum-variance unbiased sense, is developed where the estimation of the state and the input are interconnected. The input estimate is obtained from the innovation by least-squares estimation and the state estimation problem is transformed into a standard Kalman filtering problem. Necessary and sufficient conditions for the existence of the filter are given and relations to earlier results are discussed.     

Unbiased minimum-variance linear state estimation

A method is developed for linear estimation in the presence of unknown or highly non-Gaussian system inputs. The state update is determined so that it is unaffected by the unknown inputs. The filter may not be globally optimum in the mean square error sense. However, it performs well when the unknown inputs take extreme or unexpected values. In many geophysical and environmental applications, it is performance during these periods which counts the most. The application of the filter is illustrated in the real-time estimation of mean areal precipitation.     

An improved fuzzy Kalman filter for state estimation of non-linear systems

The extended fuzzy Kalman filter (EFKF) of non-linear systems which can deal with fuzzy uncertainty effectively has been developed recently. But it seems to be inapplicable to the cases where the states change abruptly or there exist model mismatches in non-linear systems. Therefore, based on the EFKF, a new concept of the improved fuzzy Kalman filter (IFKF) is proposed in this article. Due to the introduction of the extension orthogonality principle given as a criterion to design the new algorithm, the IFKF can track the abrupt changes of the states and has definite robustness against the model mismatches. Finally, computer simulations with a MIMO non-linear model are presented, which illustrate that the proposed IFKF has the strong tracking ability and robustness against the model mismatches.     

Stability of Kalman filtering with Markovian packet losses

We consider Kalman filtering in a network with packet losses, and use a two state Markov chain to describe the normal operating condition of packet delivery and transmission failure. Based on the sojourn time of each visit to the failure or successful packet reception state, we analyze the behavior of the estimation error covariance matrix and introduce the notion of peak covariance, as an estimate of filtering deterioration caused by packet losses, which describes the upper envelope of the sequence of error covariance matrices {P_t,t?1} for the case of an unstable scalar model. We give sufficient conditions for the stability of the peak covariance process in the general vector case, and obtain a sufficient and necessary condition for the scalar case. Finally, the relationship between two different types of stability notions is discussed.     

Extension of unbiased minimum-variance input and state estimation for systems with unknown inputs

This paper extends the existing results on joint input and state estimation to systems with arbitrary unknown inputs. The objective is to derive an optimal filter in the general case where not only unknown inputs affect both the system state and the output, but also the direct feedthrough matrix has arbitrary rank. The paper extends both the results of Gillijns and De Moor [Gillijns, S., & De Moor, B. (2007b). Unbiased minimum-variance input and state estimation for linear discrete-time systems with direct feedthrough. Automatica, 43, 934–937] and Darouach, Zasadzinski, and Boutayeb [Darouach, M., Zasadzinski, M., & Boutayeb, M. (2003). Extension of minimum variance estimation for systems with unknown inputs. Automatica, 39, 867–876]. The resulting filter is an extension of the recursive three-step filter (ERTSF) and serves as a unified solution to the addressed unknown input filtering problem. The relationship between the ERTSF and the existing literature results is also addressed.     

Box particle filtering for nonlinear state estimation using interval analysis

In recent years particle filters have been applied to a variety of state estimation problems. A particle filter is a sequential Monte Carlo Bayesian estimator of the posterior density of the state using weighted particles. The efficiency and accuracy of the filter depend mostly on the number of particles used in the estimation and on the propagation function used to re-allocate weights to these particles at each iteration. If the imprecision, i.e. bias and noise, in the available information is high, the number of particles needs to be very large in order to obtain good performances. This may give rise to complexity problems for a real-time implementation. This kind of imprecision can easily be represented by interval data if the maximum error is known. Handling interval data is a new approach successfully applied to different real applications. In this paper, we propose an extension of the particle filter algorithm able to handle interval data and using interval analysis and constraint satisfaction techniques. In standard particle filtering, particles are punctual states associated with weights whose likelihoods are defined by a statistical model of the observation error. In the box particle filter, particles are boxes associated with weights whose likelihood is defined by a bounded model of the observation error. Experiments using actual data for global localization of a vehicle show the usefulness and the efficiency of the proposed approach.     

Modified Kalman filter for networked monitoring systems employing a send-on-delta method

In this paper, we consider a networked estimation problem in which sensor data are transmitted only if their values change more than the specified value. When this send-on-delta method is used, no sensor data transmission implies that the sensor value does not change more than the specified value from the previously transmitted sensor value. Using this implicit information, we propose a modified Kalman filter algorithm. The proposed filter reduces sensor data traffic with relatively small estimation performance degradation. Through experiments, we demonstrate the feasibility of the proposed filter algorithm.     

Hybrid state estimation: a target tracking application

In this paper we present a framework in which the general hybrid filtering or state estimation problem can be formulated. The problem of joint tracking and classification can be formulated in this framework as well as the problem of multiple model filtering with additional mode observations. In this formulation the state vector is decomposed into a continuous (kinematic) component and a discrete (mode and/or class) component. We also suppose that there are two types of measurements. Measurements that are related to the continuous part of the state (e.g. bearing and range measurements in a radar application) and measurements that are related to the discrete part of the state (e.g. radar cross-section measurements). We will derive an optimal filter for this problem and will show how this filter can be implemented numerically.     

Unbiased minimum-variance input and state estimation for linear discrete-time systems with direct feedthrough

This paper extends previous work on joint input and state estimation to systems with direct feedthrough of the unknown input to the output. Using linear minimum-variance unbiased estimation, a recursive filter is derived where the estimation of the state and the input are interconnected. The derivation is based on the assumption that no prior knowledge about the dynamical evolution of the unknown input is available. The resulting filter has the structure of the Kalman filter, except that the true value of the input is replaced by an optimal estimate.     

抗野值强跟踪Kalman滤波在风场估计中的应用

由于受周围环境干扰和传感器短暂性失效等因素的影响,无人机风场测量数据中包含较大野值或成片野值,影响测量数据的准确性.根据无人机测风的特点,结合Kalman滤波算法、强跟踪滤波算法和抗野值修正算法的优点,通过对滤波发散趋势的分析,提出上述滤波算法的使用条件,构造了一种抗野值抑制发散滤波算法,并进行了实验论证.实验结果表明:该算法能有效克服野值对滤波造成的不良影响,具有良好的抗野值能力、跟踪能力,保证了滤波精度,可适用于无人机风场测量.     

Query based model learning and stable tracking of a robot arm using radial basis function network

In the context of a robot manipulator, a generalized neural emulator over the complete workspace is very difficult to obtain because of dimensionally insufficient training data. A query based learning algorithm is proposed in this paper that can generate new examples where control inputs are independent of states of the system. This algorithm is centered around the concept of network inversion using an extended Kalman filtering based algorithm. This is a novel idea since robot manipulator is an open loop unstable system and generation of control input independent of state is a research issue for neural model identification. Two trajectory independent stable control schemes have been designed using the neural emulator. One of the control schemes uses forward-inverse-modeling approach to update the controller parameters adaptively following Lyapunov function synthesis technique. The proposed scheme is trajectory independent unlike the back-propagation scheme. The second type of controller predicts the minimum variance estimate of control action using recall process (network inversion) and the control law is derived following a Lyapunov function synthesis approach so that the closed loop system consisting of controller and neural emulator remains stable. The simulation experiments show that the model validation approach is efficient and the proposed control schemes guarantee stable accurate tracking.     

Minimum entropy control of nonlinear ARMA systems over a communication network

In this paper, the entropy concept has been utilized to characterize the uncertainty of the tracking error for nonlinear ARMA stochastic systems over a communication network, where time delays in the communication channels are of random nature. A recursive optimization solution has been developed. In addition, an alternative algorithm is also proposed based on the probability density function of the tracking error, which is estimated by a neural network. Finally, a simulation example is given to illustrate the efficiency and feasibility of the proposed approach.     

State estimation with remote sensors and intermittent transmissions

This paper deals with the problem of estimating the state of a discrete-time linear stochastic dynamical system on the basis of data collected from multiple sensors subject to a limitation on the communication rate from the remote sensor units. The optimal probabilistic measurement-independent strategy for deciding when to transmit estimates from each sensor is derived. Simulation results show that the derived strategy yields certain advantages in terms of worst-case time-averaged performance with respect to periodic strategies when coordination among sensors is not possible.