A modified bayesian filter for randomly delayed measurements

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On Kalman smoothing with random packet loss

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State estimation, system identification and adaptive control for networked systems

A networked control system (NCS) is a feedback control system that has its control loop physically connected via real-time communication networks. To meet the demands of `teleautomation', modularity, integrated diagnostics, quick maintenance and decentralization of control, NCSs have received remarkable attention worldwide during the past decade. Yet despite their distinct advantages, NCSs are suffering from network-induced constraints such as time delays and packet dropouts, which may degrade system performance. Therefore, the network-induced constraints should be incorporated into the control design and related studies. For the problem of state estimation in a network environment, we present the strategy of simultaneous input and state estimation to compensate for the effects of unknown input missing. A sub-optimal algorithm is proposed, and the stability properties are proven by analyzing the solution of a Riccati-like equation. Despite its importance, system identification in a network environment has been studied poorly before. To identify the parameters of a system in a network environment, we modify the classical Kalman filter to obtain an algorithm that is capable of handling missing output data caused by the network medium. Convergence properties of the algorithm are established under the stochastic framework. We further develop an adaptive control scheme for networked systems. By employing the proposed output estimator and parameter estimator, the designed adaptive control can track the expected signal. Rigorous convergence analysis of the scheme is performed under the stochastic framework as well

Adaptive Kalman Estimation in Target Tracking Mixed with Random One-Step Delays, Stochastic-Bias Measurements, and Missing Measurements

The objective of this paper is concerned with the estimation problem for linear discrete-time stochastic systems with mixed uncertainties involving random one-step sensor delay, stochastic-bias measurements, and missing measurements. Three Bernoulli distributed random variables are employed to describe the uncertainties. All the three uncertainties in the measurement have certain probability of occurrence in the target tracking system. And then, an adaptive Kalman estimation is proposed to deal with this problem. The adaptive filter gains can be obtained in terms of solutions to a set of recursive discrete-time Riccati equations. Examples in three scenarios of target tracking are exploited to show the effectiveness of the proposed design approach

Distributed estimation over a low-cost sensor network: a review of state-of-the-art

Proliferation of low-cost, lightweight, and power efficient sensors and advances in networked systems enable the employment of multiple sensors. Distributed estimation provides a scalable and fault-robust fusion framework with a peer-to-peer communication architecture. For this reason, there seems to be a real need for a critical review of existing and, more importantly, recent advances in the domain of distributed estimation over a low-cost sensor network. This paper presents a comprehensive review of the state-of-the-art solutions in this research area, exploring their characteristics, advantages, and challenging issues. Additionally, several open problems and future avenues of research are highlighted

Multi-Tap Extended Kalman Filter for a Periodic Waveform with Uncertain Frequency and Waveform Shape, and Data Dropouts

Gait analysis presents the challenge of detecting a periodic waveform in the presence of time varying frequency, amplitude, DC offset, and waveform shape, with acquisition gaps from partial occlusions. The combination of all of these components presents a formidable challenge. The Extended Kalman Filter for this system model has six states, which makes it weakly identifiable within the standard Extended Kalman Filter network. In this work, a novel robust Extended Kalman Filter-based approach is presented and evaluated for clinical use in gait analysis. The novel aspect of the proposed method is that at each sample, the present and several past observations are used to update the system state, strengthening the state identification. These past observations are referred to as delay-line taps

Estimation, filtering and fusion for networked systems with network-induced phenomena: New progress and prospects

In this paper, some recent advances on the estimation, filtering and fusion for networked systems are reviewed. Firstly, the network-induced phenomena under consideration are briefly recalled including missing/fading measurements, signal quantization, sensor saturations, communication delays, and randomly occurring incomplete information. Secondly, the developments of the estimation, filtering and fusion for networked systems from four aspects (linear networked systems, nonlinear networked systems, complex networks and sensor networks) are reviewed comprehensively. Subsequently, some recent results on the estimation, filtering and fusion for systems with the network-induced phenomena are reviewed in great detail. In particular, some latest results on the multi-objective filtering problems for time-varying nonlinear networked systems are summarized. Finally, conclusions are given and several possible research directions concerning the estimation, filtering, and fusion for networked systems are highlighted