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.     

Hybrid method for a general optimal sensor scheduling problem in discrete time

In this paper, we consider a general class of optimal sensor scheduling problems in discrete time. There are N₁ sensors available for acquiring data so as to estimate the needed but unknown signal. Only N₂ out of the N₁ sensors can be turned on at any moment, while different weights can be assigned to different sensors. This problem is formulated as a discrete time deterministic optimal control problem involving both discrete and continuous valued controls. A computational method is developed for solving this discrete time deterministic optimal control problem based on a branch and bound method in conjunction with a gradient-based method. The branch and bound method is used to determine the optimal schedule of sensors, where a sequence of lower bound dynamic systems is introduced so as to provide effective lower bounds for the construction of the branching rules. Each of the branches is an optimal weight vector assignment problem and a gradient-based method is developed for solving this optimal control problem. For illustration, two numerical examples are solved.     

Precision missile guidance using radar/multiple-video sensor fusion via communication channels with bit-rate constraints

We consider a precision missile guidance problem in which the objective is twofold: to come as close as possible to hitting the target, and also to do so from a particular direction. The effectiveness of a guidance law is strongly dependent on the quality of information available to it. In this work we construct a precision guidance law that combines information from an on-board video camera with data transmitted from ground-based radars and video cameras mounted on unmanned aerial vehicles. The communication channels are bit-rate limited, and recent results in control and estimation over finite-data-rate channels are used to construct a nonlinear state estimator. Simulations show the performance improvements which are possible compared to the use of the on-board sensor alone.     

A new design of robust filters for uncertain systems

In this paper, a structured polynomial parameter-dependent approach is proposed for robust H₂ filtering of linear uncertain systems. Given a stable system with parameter uncertainties residing in a polytope with s vertices, the focus is on designing a robust filter such that the filtering error system is robustly asymptotically stable and has a guaranteed estimation error variance for the entire uncertainty domain. A new polynomial parameter-dependent idea is introduced to solve the robust H₂ filtering problem, which is different from the quadratic framework that entails fixed matrices for the entire uncertainty domain, or the linearly parameter-dependent framework that uses linear convex combinations of s matrices. This idea is realized by carefully selecting the structure of the matrices involved in the products with system matrices. Linear matrix inequality (LMI) conditions are obtained for the existence of admissible filters and based on these, the filter design is cast into a convex optimization problem, which can be readily solved via standard numerical software. Both continuous and discrete-time cases are considered. The merit of the methods presented in this paper lies in their less conservatism than the existing robust filter design methods, as shown both theoretically and through extensive numerical examples.     

Positive real control problem for uncertain linear time-invariant systems

This paper focuses on positive real control of linear time-invariant systems which are subjected to norm-bounded uncertainties in the state equation. We address the problem of designing a linear dynamic output feedback controller that robustly stabilizes the uncertain system and achieves the extended strict positive realness property for a given closed-loop transfer function. It is shown that a solution to the above problem can be obtained by solving a scaled strict positive real control problem for which no parameter uncertainty occurs.     

Two branch-and-bound algorithms for the robust parallel machine scheduling problem

Uncertainty is an inevitable element in many practical production planning and scheduling environments. When a due date is predetermined for performing a set of jobs for a customer, production managers are often concerned with establishing a schedule with the highest possible confidence of meeting the due date. In this paper, we study the problem of scheduling a given number of jobs on a specified number of identical parallel machines when the processing time of each job is stochastic. Our goal is to find a robust schedule that maximizes the customer service level, which is the probability of the makespan not exceeding the due date. We develop two branch-and-bound algorithms for finding an optimal solution; the two algorithms differ mainly in their branching scheme. We generate a set of benchmark instances and compare the performance of the algorithms based on this dataset.     

Design and analysis of discrete-time robust Kalman filters

In this paper, the problem of finite and infinite horizon robust Kalman filtering for uncertain discrete-time systems is studied. The system under consideration is subject to time-varying norm-bounded parameter uncertainty in both the state and output matrices. The problem addressed is the design of linear filters having an error variance with an optimized guaranteed upper bound for any allowed uncertainty. A novel technique is developed for robust filter design. This technique gives necessary and sufficient conditions to the design of robust quadratic filters over finite and infinite horizon in terms of a pair of parameterized Riccati equations. Feasibility and convergence properties of the robust quadratic filters are also analyzed.     

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.     

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.     

Simulation-based optimal sensor scheduling with application to observer trajectory planning

The sensor scheduling problem can be formulated as a controlled hidden Markov model and this paper solves the problem when the state, observation and action spaces are continuous. This general case is important as it is the natural framework for many applications. The aim is to minimise the variance of the estimation error of the hidden state w.r.t. the action sequence. We present a novel simulation-based method that uses a stochastic gradient algorithm to find optimal actions.     

Establishing robust stability of discrete-time systems with time-varying uncertainty: The Gram-SOS approach

This paper addresses the problem of establishing robust asymptotical stability of discrete-time linear systems polynomially affected by time-varying uncertainty confined into a polytope. A linear matrix inequality (LMI) condition for establishing robust asymptotical stability is proposed by introducing a novel approach for establishing the existence of a common homogeneous polynomial Lyapunov function (HPLF). This approach consists, firstly, of introducing a Gram matrix built with respect to the state and parametrized by an arbitrary vector function of the uncertainty, and secondly, of requiring that a transformation of the introduced Gram matrix is a sum of squares (SOS) of matrix polynomials. The approach, hence, is referred to as a Gram-SOS approach. It is shown that the proposed LMI condition is sufficient for any degree of the HPLF candidate, that includes quadratic robust stability as a special case, and that is also necessary for a sufficiently large degree of the HPLF candidate. Numerical examples also show that the proposed LMI condition can outperform alternative ones in terms of conservatism and computational burden.     

Indefinite linear quadratic optimal control problem for singular discrete-time system with multiple input delays

An indefinite linear quadratic (ILQ) optimal control problem is discussed for singular discrete-time-varying linear systems with multiple input delays. The problem is transformed to the one for standard systems by normalizability decomposition. An explicit controller is obtained by computing the gain of the smoothing estimation of dual systems. Necessary and sufficient conditions guaranteeing the existence of unique solution are given simultaneously. A numerical example illustrates the presented method.     

网络控制系统中动态调度策略与控制器的综合设计

针对CAN网下的网络控制系统（NCS）,提出一种动态闭环调度策略．通过网络监测器周期地在线获取当前的网络服务质量,估计当前可利用的网络带宽等参数,实时地调整控制系统的采样周期以适应网络中信息流的变化。将采用动态闭环调度策略的变采样周期NCS建模为一类具有参数不确定性的离散系统,研究了系统的鲁棒稳定性和控制器的设计方法．仿真结果表明所提出的综合设计方法对改善网络的运行能力和保证系统稳定性是有效的。     

H∞ estimation for discrete-time linear uncertain systems

This paper is concerned with the problem of H_∞ estimation for linear discrete-time systems with time-varying norm-bounded parameter uncertainty in both the state and output matrices. We design an estimator such that the estimation error dynamics is quadratically stable and the induced operator norm of the mapping from noise to estimation error is kept within a prescribed bound for all admissible uncertainties. A Riccati equation approach is proposed to solve the estimation problem and it is shown that the solution is related to two algebraic Riccati equations.     

The periodicity and robustness in a single-track train scheduling problem

The most important operating problem in any railway industry is to produce robust train timetables with minimum delays. The train scheduling problem is defined as an application of job shop scheduling which is considered to be one of the most interesting research topics. This paper deals with scheduling different types of trains in a single railway track. The authors have focused on the robust and periodic aspects of produced timetables. This paper is also concerned with some applicable constraints, such as the acceleration and deceleration times, station capacity and headway constraints. The periodic timetable for railways is modeled based on the periodic event scheduling problem (PESP). Furthermore, a fuzzy approach is used to reach a tradeoff among the total train delays, the robustness of schedules, and the time interval between departures of trains from the same origins. To solve large-scale problems, a meta-heuristic algorithm based on simulated annealing (SA) is utilized and validated using some numerical examples on a periodic robust train scheduling problem. Finally, a robustness measure is defined in order to assure the effectiveness of the proposed SA to find robust solutions.     

Real-time scheduling for energy harvesting sensor nodes

Energy harvesting has recently emerged as a feasible option to increase the operating time of sensor networks. If each node of the network, however, is powered by a fluctuating energy source, common power management solutions have to be reconceived. This holds in particular if real-time responsiveness of a given application has to be guaranteed. Task scheduling at the single nodes should account for the properties of the energy source, capacity of the energy storage as well as deadlines of the single tasks. We show that conventional scheduling algorithms (like e.g. EDF) are not suitable for this scenario. Based on this motivation, we have constructed optimal scheduling algorithms that jointly handle constraints from both energy and time domain. Further we present an admittance test that decides for arbitrary task sets, whether they can be scheduled without deadline violations. To this end, we introduce the concept of energy variability characterization curves (EVCC) which nicely captures the dynamics of various energy sources. Simulation results show that our algorithms allow significant reductions of the battery size compared to Earliest Deadline First scheduling.

Approximate stochastic dynamic programming for sensor scheduling to track multiple targets

The problem of sensor scheduling is to select the number and combination of sensors to activate over time. The goal is usually to trade off tracking performance and sensor usage. We formulate a version of this problem involving multiple targets as a partially observable Markov decision process, and use this formulation to develop a nonmyopic sensor-scheduling scheme. Our scheme integrates sequential multisensor joint probabilistic data association and particle filtering for belief-state estimation, and use a simulation-based Q-value approximation method called completely observable rollout for decision making. We illustrate the effectiveness of our approach by an example with multiple sensors activated simultaneously to track multiple targets. We also explore the trade-off between tracking error and sensor cost using our nonmyopic scheme.     

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.