Recent advances on recursive filtering and sliding mode design for networked nonlinear stochastic systems: A survey

Copyright © 2013 Jun Hu et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.Some recent advances on the recursive filtering and sliding mode design problems for nonlinear stochastic systems with network-induced phenomena are surveyed. The network-induced phenomena under consideration mainly include missing measurements, fading measurements, signal quantization, probabilistic sensor delays, sensor saturations, randomly occurring nonlinearities, and randomly occurring uncertainties. With respect to these network-induced phenomena, the developments on filtering and sliding mode design problems are systematically reviewed. In particular, concerning the network-induced phenomena, some recent results on the recursive filtering for time-varying nonlinear stochastic systems and sliding mode design for time-invariant nonlinear stochastic systems are given, respectively. Finally, conclusions are proposed and some potential future research works are pointed out.This work was supported in part by the National Natural Science Foundation of China under Grant nos. 61134009, 61329301, 61333012, 61374127 and 11301118, the Engineering and Physical Sciences Research Council (EPSRC) of the UK under Grant no. GR/S27658/01, the Royal Society of the UK, and the Alexander von Humboldt Foundation of Germany

An Optimal Transmission Strategy for Kalman Filtering over Packet Dropping Links with Imperfect Acknowledgements

This paper presents a novel design methodology for optimal transmission policies at a smart sensor to remotely estimate the state of a stable linear stochastic dynamical system. The sensor makes measurements of the process and forms estimates of the state using a local Kalman filter. The sensor transmits quantized information over a packet dropping link to the remote receiver. The receiver sends packet receipt acknowledgments back to the sensor via an erroneous feedback communication channel which is itself packet dropping. The key novelty of this formulation is that the smart sensor decides, at each discrete time instant, whether to transmit a quantized version of either its local state estimate or its local innovation. The objective is to design optimal transmission policies in order to minimize a long term average cost function as a convex combination of the receiver's expected estimation error covariance and the energy needed to transmit the packets. The optimal transmission policy is obtained by the use of dynamic programming techniques. Using the concept of submodularity, the optimality of a threshold policy in the case of scalar systems with perfect packet receipt acknowledgments is proved. Suboptimal solutions and their structural results are also discussed. Numerical results are presented illustrating the performance of the optimal and suboptimal transmission policies.Comment: Conditionally accepted in IEEE Transactions on Control of Network System

Supersymmetry with a Ghost Time

The progress brought to the study of chiral fermions and gauge theories by quantization methods with a bulk time suggests their usefulness in supersymmetric theories. Using superspace methods, we show how an explicitly supersymmetric version of such quantization methods may be given.Comment: 6 page

A chaotic spread spectrum system for underwater acoustic communication

The work is supported in part by NSFC (Grant no. 61172070), IRT of Shaanxi Province (2013KCT-04), EPSRC (Grant no.Ep/1032606/1).Peer reviewedPostprin

Decentralized Estimation over Orthogonal Multiple-access Fading Channels in Wireless Sensor Networks - Optimal and Suboptimal Estimators

Optimal and suboptimal decentralized estimators in wireless sensor networks (WSNs) over orthogonal multiple-access fading channels are studied in this paper. Considering multiple-bit quantization before digital transmission, we develop maximum likelihood estimators (MLEs) with both known and unknown channel state information (CSI). When training symbols are available, we derive a MLE that is a special case of the MLE with unknown CSI. It implicitly uses the training symbols to estimate the channel coefficients and exploits the estimated CSI in an optimal way. To reduce the computational complexity, we propose suboptimal estimators. These estimators exploit both signal and data level redundant information to improve the estimation performance. The proposed MLEs reduce to traditional fusion based or diversity based estimators when communications or observations are perfect. By introducing a general message function, the proposed estimators can be applied when various analog or digital transmission schemes are used. The simulations show that the estimators using digital communications with multiple-bit quantization outperform the estimator using analog-and-forwarding transmission in fading channels. When considering the total bandwidth and energy constraints, the MLE using multiple-bit quantization is superior to that using binary quantization at medium and high observation signal-to-noise ratio levels

Multiple-Description Coding by Dithered Delta-Sigma Quantization

We address the connection between the multiple-description (MD) problem and Delta-Sigma quantization. The inherent redundancy due to oversampling in Delta-Sigma quantization, and the simple linear-additive noise model resulting from dithered lattice quantization, allow us to construct a symmetric and time-invariant MD coding scheme. We show that the use of a noise shaping filter makes it possible to trade off central distortion for side distortion. Asymptotically as the dimension of the lattice vector quantizer and order of the noise shaping filter approach infinity, the entropy rate of the dithered Delta-Sigma quantization scheme approaches the symmetric two-channel MD rate-distortion function for a memoryless Gaussian source and MSE fidelity criterion, at any side-to-central distortion ratio and any resolution. In the optimal scheme, the infinite-order noise shaping filter must be minimum phase and have a piece-wise flat power spectrum with a single jump discontinuity. An important advantage of the proposed design is that it is symmetric in rate and distortion by construction, so the coding rates of the descriptions are identical and there is therefore no need for source splitting.Comment: Revised, restructured, significantly shortened and minor typos has been fixed. Accepted for publication in the IEEE Transactions on Information Theor