Recent advances on filtering and control for nonlinear stochastic complex systems with incomplete information: A survey

This Article is provided by the Brunel Open Access Publishing Fund - Copyright @ 2012 Hindawi PublishingSome recent advances on the filtering and control problems for nonlinear stochastic complex systems with incomplete information are surveyed. The incomplete information under consideration mainly includes missing measurements, randomly varying sensor delays, signal quantization, sensor saturations, and signal sampling. With such incomplete information, the developments on various filtering and control issues are reviewed in great detail. In particular, the addressed nonlinear stochastic complex systems are so comprehensive that they include conventional nonlinear stochastic systems, different kinds of complex networks, and a large class of sensor networks. The corresponding filtering and control technologies for such nonlinear stochastic complex systems are then discussed. Subsequently, some latest results on the filtering and control problems for the complex systems with incomplete information are given. Finally, conclusions are drawn and several possible future research directions are pointed out.This work was supported in part by the National Natural Science Foundation of China under Grant nos. 61134009, 61104125, 61028008, 61174136, 60974030, and 61074129, the Qing Lan Project of Jiangsu Province of China, the Project sponsored by SRF for ROCS of SEM of China, the Engineering and Physical Sciences Research Council EPSRC of the UK under Grant GR/S27658/01, the Royal Society of the UK, and the Alexander von Humboldt Foundation of Germany

Distributed H∞-consensus filtering in sensor networks with multiple missing measurements: The finite-horizon case

The official published version of the article can be found at the link below.This paper is concerned with a new distributed H∞-consensus filtering problem over a finite-horizon for sensor networks with multiple missing measurements. The so-called H∞-consensus performance requirement is defined to quantify bounded consensus regarding the filtering errors (agreements) over a finite-horizon. A set of random variables are utilized to model the probabilistic information missing phenomena occurring in the channels from the system to the sensors. A sufficient condition is first established in terms of a set of difference linear matrix inequalities (DLMIs) under which the expected H∞-consensus performance constraint is guaranteed. Given the measurements and estimates of the system state and its neighbors, the filter parameters are then explicitly parameterized by means of the solutions to a certain set of DLMIs that can be computed recursively. Subsequently, two kinds of robust distributed H∞-consensus filters are designed for the system with norm-bounded uncertainties and polytopic uncertainties. Finally, two numerical simulation examples are used to demonstrate the effectiveness of the proposed distributed filters design scheme.This work was supported in part by the Engineering and Physical Sciences Research Council (EPSRC) of the UK under Grant GR/S27658/01, the Royal Society of the UK, and the Alexander von Humboldt Foundation of Germany

Ultrafast Consensus in Small-World Networks

In this paper, we demonstrate a phase transition phenomenon in algebraic connectivity of small-world networks. Algebraic connectivity of a graph is the second smallest eigenvalue of its Laplacian matrix and a measure of speed of solving consensus problems in networks. We demonstrate that it is possible to dramatically increase the algebraic connectivity of a regular complex network by 1000 times or more without adding new links or nodes to the network. This implies that a consensus problem can be solved incredibly fast on certain small-world networks giving rise to a network design algorithm for ultra fast information networks. Our study relies on a procedure called "random rewiring" due to Watts & Strogatz (Nature, 1998). Extensive numerical results are provided to support our claims and conjectures. We prove that the mean of the bulk Laplacian spectrum of a complex network remains invariant under random rewiring. The same property only asymptotically holds for scale-free networks. A relationship between increasing the algebraic connectivity of complex networks and robustness to link and node failures is also shown. This is an alternative approach to the use of percolation theory for analysis of network robustness. We also show some connections between our conjectures and certain open problems in the theory of random matrices