Event-based recursive distributed filtering over wireless sensor networks

In this technical note, the distributed filtering problem is investigated for a class of discrete time-varying systems with an event-based communication mechanism. Each intelligent sensor node transmits the data to its neighbors only when the local innovation violates a predetermined Send-on-Delta (SoD) data transmission condition. The aim of the proposed problem is to construct a distributed filter for each sensor node subject to sporadic communications over wireless networks. In terms of an event indicator variable, the triggering information is utilized so as to reduce the conservatism in the filter analysis. An upper bound for the filtering error covariance is obtained in form of Riccati-like difference equations by utilizing the inductive method. Subsequently, such an upper bound is minimized by appropriately designing the filter parameters iteratively, where a novel matrix simplification technique is developed to handle the challenges resulting from the sparseness of the sensor network topology and filter structure preserving issues. The effectiveness of the proposed strategy is illustrated by a numerical simulation.This work is supported by National Basic Research Program of China (973 Program) under Grant 2010CB731800, National Natural Science Foundation of China under Grants 61210012, 61290324, 61473163 and 61273156, and Jiangsu Provincial Key Laboratory of E-business at Nanjing University of Jiangsu and Economics of China under Grant JSEB201301

Solving Continuous-State POMDPs via Density Projection

Research on numerical solution methods for partially observable Markov decision processes (POMDPs) has primarily focused on discrete-state models, and these algorithms do not generally extend to continuous-state POMDPs, due to the infinite dimensionality of the belief space. In this paper, we develop a computationally viable and theoretically sound method for solving continuous-state POMDPs by effectively reducing the dimensionality of the belief space via density projections. The density projection technique is also incorporated into particle filtering to provide a filtering scheme for online decision making. We provide an error bound between the value function induced by the policy obtained by our method and the true value function of the POMDP, and also an error bound between the projection particle filtering and the optimal filtering. Finally, we illustrate the effectiveness of our method through an inventory control problem

A new algorithm for latent state estimation in nonlinear time series models

We consider the problem of optimal state estimation for a wide class of nonlinear time series models. A modified sigma point filter is proposed, which uses a new procedure for generating sigma points. Unlike the existing sigma point generation methodologies in engineering where negative probability weights may occur, we develop an algorithm capable of generating sample points that always form a valid probability distribution while still allowing the user to sample using a random number generator. The effectiveness of the new filtering procedure is assessed through simulation examples

A Resilient Approach to Distributed Filter Design for Time-Varying Systems under Stochastic Nonlinearities and Sensor Degradation

This paper is concerned with the distributed filtering problem for a class of discrete time-varying systems with stochastic nonlinearities and sensor degradation over a finite horizon. A two-step distributed filter algorithm is proposed where the sensor nodes collaboratively estimate the states of the plant by exploiting the information from both the local and neighboring nodes. The goal of this paper is to design the distributed filters over a wireless sensor network subject to given sporadic communication topology. Moreover, a resilient operation is guaranteed to suppress random perturbations on the actually implemented filter gains. An upper bound is first derived for the filtering error covariance by utilizing an inductive method and such an upper bound is subsequently minimized via iteratively solving a quadratic optimization problem. To account for the topological information of the sensor networks, a novel matrix simplification technique is utilized to preserve the sparsity of the gain matrices in accordance with the given topology and the analytical parameterization is obtained for the gain matrices of the desired sub-optimal filter. Furthermore, a sufficient condition is established to guarantee the mean-square boundedness of the estimation errors. Numerical simulation is carried out to verify the effectiveness of the proposed filtering algorithm

Robust Causality Check for Sampled Scattering Parameters via a Filtered Fourier Transform

We introduce a robust numerical technique to verify the causality of sampled scattering parameters given on a finite bandwidth. The method is based on a filtered Fourier transform and includes a rigorous estimation of the errors caused by missing out-of-band samples. Compared to existing techniques, the method is simpler to implement and provides a useful insight on the time-domain characteristics of the detected violation. Through an applicative example, we shows its usefulness to improve the accuracy and reliability of macromodeling techniques used to convert sampled scattering parameters into models for transient analysis