1,187 research outputs found
Optimal Sensor Collaboration for Parameter Tracking Using Energy Harvesting Sensors
In this paper, we design an optimal sensor collaboration strategy among
neighboring nodes while tracking a time-varying parameter using wireless sensor
networks in the presence of imperfect communication channels. The sensor
network is assumed to be self-powered, where sensors are equipped with energy
harvesters that replenish energy from the environment. In order to minimize the
mean square estimation error of parameter tracking, we propose an online sensor
collaboration policy subject to real-time energy harvesting constraints. The
proposed energy allocation strategy is computationally light and only relies on
the second-order statistics of the system parameters. For this, we first
consider an offline non-convex optimization problem, which is solved exactly
using semidefinite programming. Based on the offline solution, we design an
online power allocation policy that requires minimal online computation and
satisfies the dynamics of energy flow at each sensor. We prove that the
proposed online policy is asymptotically equivalent to the optimal offline
solution and show its convergence rate and robustness. We empirically show that
the estimation performance of the proposed online scheme is better than that of
the online scheme when channel state information about the dynamical system is
available in the low SNR regime. Numerical results are conducted to demonstrate
the effectiveness of our approach
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
Recent advances on recursive filtering and sliding mode design for networked nonlinear stochastic systems: A survey
Copyright © 2013 Jun Hu et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.Some recent advances on the recursive filtering and sliding mode design problems for nonlinear stochastic systems with network-induced phenomena are surveyed. The network-induced phenomena under consideration mainly include missing measurements, fading measurements, signal quantization, probabilistic sensor delays, sensor saturations, randomly occurring nonlinearities, and randomly occurring uncertainties. With respect to these network-induced phenomena, the developments on filtering and sliding mode design problems are systematically reviewed. In particular, concerning the network-induced phenomena, some recent results on the recursive filtering for time-varying nonlinear stochastic systems and sliding mode design for time-invariant nonlinear stochastic systems are given, respectively. Finally, conclusions are proposed and some potential future research works are pointed out.This work was supported in part by the National Natural Science Foundation of China under Grant nos. 61134009, 61329301, 61333012, 61374127 and 11301118, the Engineering and Physical Sciences Research Council (EPSRC) of the UK under Grant no. GR/S27658/01, the Royal Society of the UK, and the Alexander von Humboldt Foundation of Germany
On Distributed Linear Estimation With Observation Model Uncertainties
We consider distributed estimation of a Gaussian source in a heterogenous
bandwidth constrained sensor network, where the source is corrupted by
independent multiplicative and additive observation noises, with incomplete
statistical knowledge of the multiplicative noise. For multi-bit quantizers, we
derive the closed-form mean-square-error (MSE) expression for the linear
minimum MSE (LMMSE) estimator at the FC. For both error-free and erroneous
communication channels, we propose several rate allocation methods named as
longest root to leaf path, greedy and integer relaxation to (i) minimize the
MSE given a network bandwidth constraint, and (ii) minimize the required
network bandwidth given a target MSE. We also derive the Bayesian Cramer-Rao
lower bound (CRLB) and compare the MSE performance of our proposed methods
against the CRLB. Our results corroborate that, for low power multiplicative
observation noises and adequate network bandwidth, the gaps between the MSE of
our proposed methods and the CRLB are negligible, while the performance of
other methods like individual rate allocation and uniform is not satisfactory
Gain-constrained recursive filtering with stochastic nonlinearities and probabilistic sensor delays
This is the post-print of the Article. The official published version can be accessed from the link below - Copyright @ 2013 IEEE.This paper is concerned with the gain-constrained recursive filtering problem for a class of time-varying nonlinear stochastic systems with probabilistic sensor delays and correlated noises. The stochastic nonlinearities are described by statistical means that cover the multiplicative stochastic disturbances as a special case. The phenomenon of probabilistic sensor delays is modeled by introducing a diagonal matrix composed of Bernoulli distributed random variables taking values of 1 or 0, which means that the sensors may experience randomly occurring delays with individual delay characteristics. The process noise is finite-step autocorrelated. The purpose of the addressed gain-constrained filtering problem is to design a filter such that, for all probabilistic sensor delays, stochastic nonlinearities, gain constraint as well as correlated noises, the cost function concerning the filtering error is minimized at each sampling instant, where the filter gain satisfies a certain equality constraint. A new recursive filtering algorithm is developed that ensures both the local optimality and the unbiasedness of the designed filter at each sampling instant which achieving the pre-specified filter gain constraint. A simulation example is provided to illustrate the effectiveness of the proposed filter design approach.This work was supported in part by the National Natural Science Foundation of China by Grants 61273156, 61028008, 60825303, 61104125, and 11271103, National 973 Project by Grant 2009CB320600, the Fok Ying Tung Education Fund by Grant 111064, the Special Fund for the Author of National Excellent Doctoral Dissertation of China by Grant 2007B4, 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. by Grant GR/S27658/01, the Royal Society of the U.K., and the Alexander von Humboldt Foundation of Germany
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