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

Computation-Communication Trade-offs and Sensor Selection in Real-time Estimation for Processing Networks

Recent advances in electronics are enabling substantial processing to be performed at each node (robots, sensors) of a networked system. Local processing enables data compression and may mitigate measurement noise, but it is still slower compared to a central computer (it entails a larger computational delay). However, while nodes can process the data in parallel, the centralized computational is sequential in nature. On the other hand, if a node sends raw data to a central computer for processing, it incurs communication delay. This leads to a fundamental communication-computation trade-off, where each node has to decide on the optimal amount of preprocessing in order to maximize the network performance. We consider a network in charge of estimating the state of a dynamical system and provide three contributions. First, we provide a rigorous problem formulation for optimal real-time estimation in processing networks in the presence of delays. Second, we show that, in the case of a homogeneous network (where all sensors have the same computation) that monitors a continuous-time scalar linear system, the optimal amount of local preprocessing maximizing the network estimation performance can be computed analytically. Third, we consider the realistic case of a heterogeneous network monitoring a discrete-time multi-variate linear system and provide algorithms to decide on suitable preprocessing at each node, and to select a sensor subset when computational constraints make using all sensors suboptimal. Numerical simulations show that selecting the sensors is crucial. Moreover, we show that if the nodes apply the preprocessing policy suggested by our algorithms, they can largely improve the network estimation performance.Comment: 15 pages, 16 figures. Accepted journal versio

Event-Based H∞ filter design for a class of nonlinear time-varying systems with fading channels and multiplicative noises

In this paper, a general event-triggered framework is developed to deal with the finite-horizon H∞ filtering problem for discrete time-varying systems with fading channels, randomly occurring nonlinearities and multiplicative noises. An event indicator variable is constructed and the corresponding event-triggered scheme is proposed. Such a scheme is based on the relative error with respect to the measurement signal in order to determine whether the measurement output should be transmitted to the filter or not. The fading channels are described by modified stochastic Rice fading models. Some uncorrelated random variables are introduced, respectively, to govern the phenomena of state-multiplicative noises, randomly occurring nonlinearities as well as fading measurements. The purpose of the addressed problem is to design a set of time-varying filter such that the influence from the exogenous disturbances onto the filtering errors is attenuated at the given level quantified by a H∞ norm in the mean-square sense. By utilizing stochastic analysis techniques, sufficient conditions are established to ensure that the dynamic system under consideration satisfies the H∞ filtering performance constraint, and then a recursive linear matrix inequality (RLMI) approach is employed to design the desired filter gains. Simulation results demonstrate the effectiveness of the developed filter design scheme

Low Power, Low Delay: Opportunistic Routing meets Duty Cycling

Traditionally, routing in wireless sensor networks consists of two steps: First, the routing protocol selects a next hop, and, second, the MAC protocol waits for the intended destination to wake up and receive the data. This design makes it difficult to adapt to link dynamics and introduces delays while waiting for the next hop to wake up. In this paper we introduce ORW, a practical opportunistic routing scheme for wireless sensor networks. In a dutycycled setting, packets are addressed to sets of potential receivers and forwarded by the neighbor that wakes up first and successfully receives the packet. This reduces delay and energy consumption by utilizing all neighbors as potential forwarders. Furthermore, this increases resilience to wireless link dynamics by exploiting spatial diversity. Our results show that ORW reduces radio duty-cycles on average by 50% (up to 90% on individual nodes) and delays by 30% to 90% when compared to the state of the art

Extended Kalman filtering with stochastic nonlinearities and multiple missing measurements

Copyright @ 2012 ElsevierIn this paper, the extended Kalman filtering problem is investigated for a class of nonlinear systems with multiple missing measurements over a finite horizon. Both deterministic and stochastic nonlinearities are included in the system model, where the stochastic nonlinearities are described by statistical means that could reflect the multiplicative stochastic disturbances. The phenomenon of measurement missing occurs in a random way and the missing probability for each sensor is governed by an individual random variable satisfying a certain probability distribution over the interval [0,1]. Such a probability distribution is allowed to be any commonly used distribution over the interval [0,1] with known conditional probability. The aim of the addressed filtering problem is to design a filter such that, in the presence of both the stochastic nonlinearities and multiple missing measurements, there exists an upper bound for the filtering error covariance. Subsequently, such an upper bound is minimized by properly designing the filter gain at each sampling instant. It is shown that the desired filter can be obtained in terms of the solutions to two Riccati-like difference equations that are of a form suitable for recursive computation in online applications. An illustrative example is given to demonstrate the effectiveness of the proposed filter design scheme.This work was supported in part by the National 973 Project under Grant 2009CB320600, National Natural Science Foundation of China under Grants 61028008, 61134009 and 60825303, the State Key Laboratory of Integrated Automation for the Process Industry (Northeastern University) of China, the Engineering and Physical Sciences Research Council (EPSRC) of the U.K. under Grant GR/S27658/01, the Royal Society of the U.K., and the Alexander von Humboldt Foundation of Germany

A reactive control strategy for networked hydrographical system management

A reactive control strategy is proposed to improve the water asset management of complex hydrographical systems. This strategy requires the definition of rules to achieve a generic resource allocation and setpoint assignment. A modelling method of the complex hydro- graphical network based on a weighted digraph of instrumented points, is also presented. The simulation results of the strategy applied to a hydrographical system composed of one confluent and two difluents show its efficiency and its effectiveness

Fog-supported delay-constrained energy-saving live migration of VMs over multiPath TCP/IP 5G connections

The incoming era of the fifth-generation fog computing-supported radio access networks (shortly, 5G FOGRANs) aims at exploiting computing/networking resource virtualization, in order to augment the limited resources of wireless devices through the seamless live migration of virtual machines (VMs) toward nearby fog data centers. For this purpose, the bandwidths of the multiple wireless network interface cards of the wireless devices may be aggregated under the control of the emerging MultiPathTCP (MPTCP) protocol. However, due to the fading and mobility-induced phenomena, the energy consumptions of the current state-of-the-art VM migration techniques may still offset their expected benefits. Motivated by these considerations, in this paper, we analytically characterize and implement in software and numerically test the optimal minimum-energy settable-complexity bandwidth manager (SCBM) for the live migration of VMs over 5G FOGRAN MPTCP connections. The key features of the proposed SCBM are that: 1) its implementation complexity is settable on-line on the basis of the target energy consumption versus implementation complexity tradeoff; 2) it minimizes the network energy consumed by the wireless device for sustaining the migration process under hard constraints on the tolerated migration times and downtimes; and 3) by leveraging a suitably designed adaptive mechanism, it is capable to quickly react to (possibly, unpredicted) fading and/or mobility-induced abrupt changes of the wireless environment without requiring forecasting. The actual effectiveness of the proposed SCBM is supported by extensive energy versus delay performance comparisons that cover: 1) a number of heterogeneous 3G/4G/WiFi FOGRAN scenarios; 2) synthetic and real-world workloads; and, 3) MPTCP and wireless connections