Multi-sensor multi-rate fusion estimation for networked systems: Advances and perspectives

National Natural Science Foundation of China under Grants 62103095, 61873058, 61873148 and 61933007; AHPU Youth Top-notch Talent Support Program of China under Grant 2018BJRC009; Natural Science Foundation of Anhui Province of China under Grant 2108085MA07; Royal Society of the UK; Alexander von Humboldt Foundation of Germany

A Survey on Multisensor Fusion and Consensus Filtering for Sensor Networks

Multisensor fusion and consensus filtering are two fascinating subjects in the research of sensor networks. In this survey, we will cover both classic results and recent advances developed in these two topics. First, we recall some important results in the development ofmultisensor fusion technology. Particularly, we pay great attention to the fusion with unknown correlations, which ubiquitously exist in most of distributed filtering problems. Next, we give a systematic review on several widely used consensus filtering approaches. Furthermore, some latest progress on multisensor fusion and consensus filtering is also presented. Finally, conclusions are drawn and several potential future research directions are outlined.the Royal Society of the UK, the National Natural Science Foundation of China under Grants 61329301, 61374039, 61304010, 11301118, and 61573246, the Hujiang Foundation of China under Grants C14002 and D15009, the Alexander von Humboldt Foundation of Germany, and the Innovation Fund Project for Graduate Student of Shanghai under Grant JWCXSL140

Event-based multi-objective filtering for multi-rate time-varying systems with random sensor saturation

summary:This paper focuses on the multi-objective filtering of multirate time-varying systems with random sensor saturations, where both the variance-constrained index and the $H_\infty$ index are employed to evaluate the filtering performance. According to address issues, the high-frequency period of the internal state of the system is nondestructively converted to the low-frequency period, which determined by the measurement devices. Then the saturated output of multiple sensors is modeled as a sector bounded nonlinearity. At the same time, in order to reduce the communication frequency between sensors and filters, a communication scheduling rule is designed by the utilization of an event-triggered mechanism. By means of random analysis technology, the sufficient conditions are given to guarantee the preset $H_\infty$ performance and variance constraint performance indexes of the system, and then the solution of the desired filter is obtained by using linear matrix inequalities. Finally, the validity and effectiveness of the proposed filter scheme are verified by numerical simulation

A variance-constrained approach to recursive state estimation for time-varying complex networks with missing measurements

In this paper, the recursive state estimation problem is investigated for an array of discrete timevarying coupled stochastic complex networks with missing measurements. A set of random variables satisfying certain probabilistic distributions is introduced to characterize the phenomenon of the missing measurements, where each sensor can have individual missing probability. The Taylor series expansion is employed to deal with the nonlinearities and the high-order terms of the linearization errors are estimated. The purpose of the addressed state estimation problem is to design a time-varying state estimator such that, in the presence of the missing measurements and the random disturbances, an upper bound of the estimation error covariance can be guaranteed and the explicit expression of the estimator parameters is given. By using the Riccati-like difference equations approach, the estimator parameter is characterized by the solutions to two Riccati-like difference equations. It is shown that the obtained upper bound is minimized by the designed estimator parameters and the proposed state estimation algorithm is of a recursive form suitable for online computation. Finally, an illustrative example is provided to demonstrate the feasibility and effectiveness of the developed state estimation scheme.National Natural Science Foundation of China under Grants 61329301, 61273156 61333012, 11301118 and 11271103, the Youth Science Foundation of Heilongjiang Province of China under Grant QC2015085, the China Postdoctoral Science Foundation under Grants 2015T80482 and 2014M560376, Jiangsu Planned Projects for Postdoctoral Research Funds under Grant 1402004A, the Royal Society of the UK, and the Alexander von Humboldt Foundation of Germany

Non-fragile state estimation for discrete Markovian jumping neural networks

In this paper, the non-fragile state estimation problem is investigated for a class of discrete-time neural networks subject to Markovian jumping parameters and time delays. In terms of a Markov chain, the mode switching phenomenon at different times is considered in both the parameters and the discrete delays of the neural networks. To account for the possible gain variations occurring in the implementation, the gain of the estimator is assumed to be perturbed by multiplicative norm-bounded uncertainties. We aim to design a non-fragile state estimator such that, in the presence of all admissible gain variations, the estimation error converges to zero exponentially. By adopting the Lyapunov–Krasovskii functional and the stochastic analysis theory, sufficient conditions are established to ensure the existence of the desired state estimator that guarantees the stability of the overall estimation error dynamics. The explicit expression of such estimators is parameterized by solving a convex optimization problem via the semi-definite programming method. A numerical simulation example is provided to verify the usefulness of the proposed methods

Digital Signal Processing Research Program

Contains table of contents for Section 2, an introduction, reports on twenty research projects and a list of publications.Lockheed Sanders, Inc. Contract BZ4962U.S. Army Research Laboratory Grant QK-8819U.S. Navy - Office of Naval Research Grant N00014-93-1-0686National Science Foundation Grant MIP 95-02885U.S. Navy - Office of Naval Research Grant N00014-95-1-0834U.S. Navy - Office of Naval Research Grant N00014-96-1-0930U.S. Navy - Office of Naval Research Grant N00014-95-1-0362National Defense Science and Engineering FellowshipU.S. Air Force - Office of Scientific Research Grant F49620-96-1-0072National Science Foundation Graduate Research Fellowship Grant MIP 95-02885Lockheed Sanders, Inc. Grant N00014-93-1-0686National Science Foundation Graduate FellowshipU.S. Army Research Laboratory/ARL Advanced Sensors Federated Lab Program Contract DAAL01-96-2-000

Digital Signal Processing Research Program

Contains table of contents for Section 2, an introduction, reports on twenty-one research projects and a list of publications.U.S. Navy - Office of Naval Research Grant N00014-93-1-0686Lockheed Sanders, Inc. Contract P.O. BY5561U.S. Air Force - Office of Scientific Research Grant AFOSR 91-0034National Science Foundation Grant MIP 95-02885U.S. Navy - Office of Naval Research Grant N00014-95-1-0834MIT-WHOI Joint Graduate Program in Oceanographic EngineeringAT&T Laboratories Doctoral Support ProgramDefense Advanced Research Projects Agency/U.S. Navy - Office of Naval Research Grant N00014-89-J-1489Lockheed Sanders/U.S. Navy - Office of Naval Research Grant N00014-91-C-0125U.S. Navy - Office of Naval Research Grant N00014-89-J-1489National Science Foundation Grant MIP 95-02885Defense Advanced Research Projects Agency/U.S. Navy Contract DAAH04-95-1-0473U.S. Navy - Office of Naval Research Grant N00014-91-J-1628University of California/Scripps Institute of Oceanography Contract 1003-73-5

Variance-constrained state estimation for networked multi-rate systems with measurement quantization and probabilistic sensor failures

This paper is concerned with the variance-constrained state estimation problem for a class of networked multi-rate systems (NMSs) with network-induced probabilistic sensor failures and measurement quantization. The stochastic characteristics of the sensor failures are governed by mutually independent random variables over the interval [0,1]. By applying the lifting technique, an augmented system model is established to facilitate the state estimation of the underlying NMSs. With the aid of the stochastic analysis approach, sufficient conditions are derived under which the exponential mean-square stability of the augmented system is guaranteed, the prescribed H∞ performance constraint is achieved, and the individual variance constraint on the steady-state estimation error is satisfied. Based on the derived conditions, the addressed variance-constrained state estimation problem of NMSs is recast as a convex optimization one that can be solved via the semi-definite program method. Furthermore, the explicit expression of the desired estimator gains is obtained by means of the feasibility of certain matrix inequalities. Two additional optimization problems are considered with respect to the H∞ performance index and the weighted error variances. Finally, a simulation example is utilized to illustrate the effectiveness of the proposed state estimation method