Distributed filtering of networked dynamic systems with non-gaussian noises over sensor networks: A survey

summary:Sensor networks are regarded as a promising technology in the field of information perception and processing owing to the ease of deployment, cost-effectiveness, flexibility, as well as reliability. The information exchange among sensors inevitably suffers from various network-induced phenomena caused by the limited resource utilization and complex application scenarios, and thus is required to be governed by suitable resource-saving communication mechanisms. It is also noteworthy that noises in system dynamics and sensor measurements are ubiquitous and in general unknown but can be bounded, rather than follow specific Gaussian distributions as assumed in Kalman-type filtering. Particular attention of this paper is paid to a survey of recent advances in distributed filtering of networked dynamic systems with non-Gaussian noises over sensor networks. First, two types of widely employed structures of distributed filters are reviewed, the corresponding analysis is systematically addressed, and some interesting results are provided. The inherent purpose of adding consensus terms into the distributed filters is profoundly disclosed. Then, some representative models characterizing various network-induced phenomena are reviewed and their corresponding analytical strategies are exhibited in detail. Furthermore, recent results on distributed filtering with non-Gaussian noises are sorted out in accordance with different network-induced phenomena and system models. Another emphasis is laid on recent developments of distributed filtering with various communication scheduling, which are summarized based on the inherent characteristics of their dynamic behavior associated with mathematical models. Finally, the state-of-the-art of distributed filtering and challenging issues, ranging from scalability, security to applications, are raised to guide possible future research

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

Non-fragile estimation for discrete-time T-S fuzzy systems with event-triggered protocol

summary:This paper investigates the non-fragile state estimation problem for a class of discrete-time T-S fuzzy systems with time-delays and multiple missing measurements under event-triggered mechanism. First of all, the plant is subject to the time-varying delays and the stochastic disturbances. Next, a random white sequence, the element of which obeys a general probabilistic distribution defined on $[0,1]$, is utilized to formulate the occurrence of the missing measurements. Also, an event generator function is employed to regulate the transmission of data to save the precious energy. Then, a non-fragile state estimator is constructed to reflect the randomly occurring gain variations in the implementing process. By means of the Lyapunov-Krasovskii functional, the desired sufficient conditions are obtained such that the Takagi-Sugeno (T-S) fuzzy estimation error system is exponentially ultimately bounded in the mean square. And then the upper bound is minimized via the robust optimization technique and the estimator gain matrices can be calculated. Finally, a simulation example is utilized to demonstrate the effectiveness of the state estimation scheme proposed in this paper

Neural Net Gains Estimation Based on an Equivalent Model

A model of an Equivalent Artificial Neural Net (EANN) describes the gains set, viewed as parameters in a layer, and this consideration is a reproducible process, applicable to a neuron in a neural net (NN). The EANN helps to estimate the NN gains or parameters, so we propose two methods to determine them. The first considers a fuzzy inference combined with the traditional Kalman filter, obtaining the equivalent model and estimating in a fuzzy sense the gains matrix A and the proper gain K into the traditional filter identification. The second develops a direct estimation in state space, describing an EANN using the expected value and the recursive description of the gains estimation. Finally, a comparison of both descriptions is performed; highlighting the analytical method describes the neural net coefficients in a direct form, whereas the other technique requires selecting into the Knowledge Base (KB) the factors based on the functional error and the reference signal built with the past information of the system

Approximate Gaussian conjugacy: parametric recursive filtering under nonlinearity, multimodality, uncertainty, and constraint, and beyond

Since the landmark work of R. E. Kalman in the 1960s, considerable efforts have been devoted to time series state space models for a large variety of dynamic estimation problems. In particular, parametric filters that seek analytical estimates based on a closed-form Markov–Bayes recursion, e.g., recursion from a Gaussian or Gaussian mixture (GM) prior to a Gaussian/GM posterior (termed ‘Gaussian conjugacy’ in this paper), form the backbone for a general time series filter design. Due to challenges arising from nonlinearity, multimodality (including target maneuver), intractable uncertainties (such as unknown inputs and/or non-Gaussian noises) and constraints (including circular quantities), etc., new theories, algorithms, and technologies have been developed continuously to maintain such a conjugacy, or to approximate it as close as possible. They had contributed in large part to the prospective developments of time series parametric filters in the last six decades. In this paper, we review the state of the art in distinctive categories and highlight some insights that may otherwise be easily overlooked. In particular, specific attention is paid to nonlinear systems with an informative observation, multimodal systems including Gaussian mixture posterior and maneuvers, and intractable unknown inputs and constraints, to fill some gaps in existing reviews and surveys. In addition, we provide some new thoughts on alternatives to the first-order Markov transition model and on filter evaluation with regard to computing complexity

Dynamic non-linear system modelling using wavelet-based soft computing techniques

The enormous number of complex systems results in the necessity of high-level and cost-efficient modelling structures for the operators and system designers. Model-based approaches offer a very challenging way to integrate a priori knowledge into the procedure. Soft computing based models in particular, can successfully be applied in cases of highly nonlinear problems. A further reason for dealing with so called soft computational model based techniques is that in real-world cases, many times only partial, uncertain and/or inaccurate data is available. Wavelet-Based soft computing techniques are considered, as one of the latest trends in system identification/modelling. This thesis provides a comprehensive synopsis of the main wavelet-based approaches to model the non-linear dynamical systems in real world problems in conjunction with possible twists and novelties aiming for more accurate and less complex modelling structure. Initially, an on-line structure and parameter design has been considered in an adaptive Neuro- Fuzzy (NF) scheme. The problem of redundant membership functions and consequently fuzzy rules is circumvented by applying an adaptive structure. The growth of a special type of Fungus (Monascus ruber van Tieghem) is examined against several other approaches for further justification of the proposed methodology. By extending the line of research, two Morlet Wavelet Neural Network (WNN) structures have been introduced. Increasing the accuracy and decreasing the computational cost are both the primary targets of proposed novelties. Modifying the synoptic weights by replacing them with Linear Combination Weights (LCW) and also imposing a Hybrid Learning Algorithm (HLA) comprising of Gradient Descent (GD) and Recursive Least Square (RLS), are the tools utilised for the above challenges. These two models differ from the point of view of structure while they share the same HLA scheme. The second approach contains an additional Multiplication layer, plus its hidden layer contains several sub-WNNs for each input dimension. The practical superiority of these extensions is demonstrated by simulation and experimental results on real non-linear dynamic system; Listeria Monocytogenes survival curves in Ultra-High Temperature (UHT) whole milk, and consolidated with comprehensive comparison with other suggested schemes. At the next stage, the extended clustering-based fuzzy version of the proposed WNN schemes, is presented as the ultimate structure in this thesis. The proposed Fuzzy Wavelet Neural network (FWNN) benefitted from Gaussian Mixture Models (GMMs) clustering feature, updated by a modified Expectation-Maximization (EM) algorithm. One of the main aims of this thesis is to illustrate how the GMM-EM scheme could be used not only for detecting useful knowledge from the data by building accurate regression, but also for the identification of complex systems. The structure of FWNN is based on the basis of fuzzy rules including wavelet functions in the consequent parts of rules. In order to improve the function approximation accuracy and general capability of the FWNN system, an efficient hybrid learning approach is used to adjust the parameters of dilation, translation, weights, and membership. Extended Kalman Filter (EKF) is employed for wavelet parameters adjustment together with Weighted Least Square (WLS) which is dedicated for the Linear Combination Weights fine-tuning. The results of a real-world application of Short Time Load Forecasting (STLF) further re-enforced the plausibility of the above technique

Wireless Channel Equalization in Digital Communication Systems

Our modern society has transformed to an information-demanding system, seeking voice, video, and data in quantities that could not be imagined even a decade ago. The mobility of communicators has added more challenges. One of the new challenges is to conceive highly reliable and fast communication system unaffected by the problems caused in the multipath fading wireless channels. Our quest is to remove one of the obstacles in the way of achieving ultimately fast and reliable wireless digital communication, namely Inter-Symbol Interference (ISI), the intensity of which makes the channel noise inconsequential. The theoretical background for wireless channels modeling and adaptive signal processing are covered in first two chapters of dissertation. The approach of this thesis is not based on one methodology but several algorithms and configurations that are proposed and examined to fight the ISI problem. There are two main categories of channel equalization techniques, supervised (training) and blind unsupervised (blind) modes. We have studied the application of a new and specially modified neural network requiring very short training period for the proper channel equalization in supervised mode. The promising performance in the graphs for this network is presented in chapter 4. For blind modes two distinctive methodologies are presented and studied. Chapter 3 covers the concept of multiple cooperative algorithms for the cases of two and three cooperative algorithms. The select absolutely larger equalized signal and majority vote methods have been used in 2-and 3-algoirithm systems respectively. Many of the demonstrated results are encouraging for further research. Chapter 5 involves the application of general concept of simulated annealing in blind mode equalization. A limited strategy of constant annealing noise is experimented for testing the simple algorithms used in multiple systems. Convergence to local stationary points of the cost function in parameter space is clearly demonstrated and that justifies the use of additional noise. The capability of the adding the random noise to release the algorithm from the local traps is established in several cases

Application of Kalman Filtering in Dynamic Prediction for Corporate Financial Distress

This chapter aims to dynamically improve the method of predicting financial distress based on Kalman filtering. Financial distress prediction (FDP) is an important study area of corporate finance. The widely used discriminant models currently for financial distress prediction have deficiencies in dynamics. Based on the state-space method, we establish two models that are used to describe the dynamic process and discriminant rules of financial distress, respectively, that is, a process model and a discriminant model. These two models collectively are called dynamic prediction models for financial distress. The operation of the dynamic prediction is achieved by Kalman filtering algorithm, and further, a general n-step-ahead prediction algorithm based on Kalman filtering is derived for prospective prediction. We also conduct an empirical study for China’s manufacturing industry, and the results have proved the accuracy and advance of predicting financial distress in such case