Centralized moving-horizon estimation for a class of nonlinear dynamical complex networks under event-triggered transmission scheme

Data availability statement: The data that support the findings of this study are available from the corresponding author upon reasonable request.This article is concerned with the problem of event-triggered centralized moving-horizon state estimation for a class of nonlinear dynamical complex networks. An event-triggered scheme is employed to reduce unnecessary data transmissions between sensors and estimators, where the signal is transmitted only when certain condition is violated. By treating sector-bounded nonlinearities as certain sector-bounded uncertainties, the addressed centralized moving-horizon estimation problem is transformed into a regularized robust least-squares problem that can be effectively solved via existing convex optimization algorithms. Moreover, a sufficient condition is derived to guarantee the exponentially ultimate boundedness of the estimation error, and an upper bound of the estimation error is also presented. Finally, a numerical example is provided to demonstrate the feasibility and efficiency of the proposed estimator design method.National Natural Science Foundation of China. Grant Numbers: 61873148, 61933007, 62033008, 62073339, 62173343; Natural Science Foundation of Shandong Province of China. Grant Number: ZR2020YQ49; AHPU Youth Top-notch Talent Support Program of China. Grant Number: 2018BJRC009; Natural Science Foundation of Anhui Province of China. Grant Number: 2108085MA07; China Postdoctoral Science Foundation. Grant Number: 2018T110702; Postdoctoral Special Innovation Foundation of Shandong Province of China. Grant Number: 201701015; Royal Society of the UK; Alexander von Humboldt Foundation of Germany

A Regularized Robust Design Criterion for Uncertain Data

This paper formulates and solves a robust criterion for least-squares designs in the presence of uncertain data. Compared with earlier studies, the proposed criterion incorporates simultaneously both regularization and weighting and applies to a large class of uncertainties. The solution method is based on reducing a vector optimization problem to an equivalent scalar minimization problem of a provably unimodal cost function, thus achieving considerable reduction in computational complexity