A review on analysis and synthesis of nonlinear stochastic systems with randomly occurring incomplete information

Copyright q 2012 Hongli Dong 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.In the context of systems and control, incomplete information refers to a dynamical system in which knowledge about the system states is limited due to the difficulties in modeling complexity in a quantitative way. The well-known types of incomplete information include parameter uncertainties and norm-bounded nonlinearities. Recently, in response to the development of network technologies, the phenomenon of randomly occurring incomplete information has become more and more prevalent. Such a phenomenon typically appears in a networked environment. Examples include, but are not limited to, randomly occurring uncertainties, randomly occurring nonlinearities, randomly occurring saturation, randomly missing measurements and randomly occurring quantization. Randomly occurring incomplete information, if not properly handled, would seriously deteriorate the performance of a control system. In this paper, we aim to survey some recent advances on the analysis and synthesis problems for nonlinear stochastic systems with randomly occurring incomplete information. The developments of the filtering, control and fault detection problems are systematically reviewed. Latest results on analysis and synthesis of nonlinear stochastic systems are discussed in great detail. In addition, various distributed filtering technologies over sensor networks are highlighted. Finally, some concluding remarks are given and some possible future research directions are pointed out. © 2012 Hongli Dong et al.This work was supported in part by the National Natural Science Foundation of China under Grants 61273156, 61134009, 61273201, 61021002, and 61004067, the Engineering and Physical Sciences Research Council (EPSRC) of the UK under Grant GR/S27658/01, the Royal Society of the UK, the National Science Foundation of the USA under Grant No. HRD-1137732, and the Alexander von Humboldt Foundation of German

On design of quantized fault detection filters with randomly occurring nonlinearities and mixed time-delays

This paper is concerned with the fault detection problem for a class of discrete-time systems with randomly occurring nonlinearities, mixed stochastic time-delays as well as measurement quantizations. The nonlinearities are assumed to occur in a random way. The mixed time-delays comprise both the multiple discrete time-delays and the infinite distributed delays that occur in a random way as well. A sequence of stochastic variables is introduced to govern the random occurrences of the nonlinearities, discrete time-delays and distributed time-delays, where all the stochastic variables are mutually independent but obey the Bernoulli distribution. The main purpose of this paper is to design a fault detection filter such that, in the presence of measurement quantization, the overall fault detection dynamics is exponentially stable in the mean square and, at the same time, the error between the residual signal and the fault signal is made as small as possible. Sufficient conditions are first established via intensive stochastic analysis for the existence of the desired fault detection filters, and then the explicit expression of the desired filter gains is derived by means of the feasibility of certain matrix inequalities. Also, the optimal performance index for the addressed fault detection problem can be obtained by solving an auxiliary convex optimization problem. A practical example is provided to show the usefulness and effectiveness of the proposed design method

Fault detection for fuzzy systems with intermittent measurements

This paper investigates the problem of fault detection for Takagi-Sugeno (T-S) fuzzy systems with intermittent measurements. The communication links between the plant and the fault detection filter are assumed to be imperfect (i.e., data packet dropouts occur intermittently, which appear typically in a network environment), and a stochastic variable satisfying the Bernoulli random binary distribution is utilized to model the unreliable communication links. The aim is to design a fuzzy fault detection filter such that, for all data missing conditions, the residual system is stochastically stable and preserves a guaranteed performance. The problem is solved through a basis-dependent Lyapunov function method, which is less conservative than the quadratic approach. The results are also extended to T-S fuzzy systems with time-varying parameter uncertainties. All the results are formulated in the form of linear matrix inequalities, which can be readily solved via standard numerical software. Two examples are provided to illustrate the usefulness and applicability of the developed theoretical results. © 2009 IEEE.published_or_final_versio

Performance Tradeoffs for Networked Jump Observer-Based Fault Diagnosis

Print Request Permissions In this paper, we address the fault diagnosis problem for discrete-time multi-sensor systems over communication networks with measurement dropouts. We use the measurement outcomes to model the measurement reception scenarios. Based on this, we propose the use of a jump observer to diagnose multiple faults. We model the faults as slow time-varying signals and introduce this dynamic in the observer to estimate the faults and to generate a residual. The fault detection is assured by comparing the residual signal with a prescribed threshold. We design the jump observer, the residual and the threshold to attain disturbance attenuation, fault tracking and detection conditions and a given false alarm rate. The false alarm rate is upper bounded by means of Markov's inequality. We explore the tradeoffs between the minimum detectable faults, the false alarm rate and the response time to faults of the fault diagnoser. By imposing the disturbances and measurement noises to be Gaussian, we tighten the false alarm rate bound which improves the time needed to detect a fault. A numerical example is provided to illustrate the effectiveness of the theory developed in the paper

Almost Sure Resilient Consensus Under Stochastic Interaction: Links Failure and Noisy Channels

The resilient consensus problem over a class of discrete-time linear multiagent systems is addressed. Because of external cyber-attacks, some agents are assumed to be malicious and not following a desired cooperative behavior. Thus, the objective consists in designing a control strategy for the healthy agents to reach consensus upon their state vectors, while due to interaction among the agents, the malicious agents try to prevent them to achieve consensus. Although this problem has been investigated by some researchers, under the existing approaches in the literature, achieving consensus is only guaranteed when the information exchange among the agents is deterministic. Based on this motivation, the main contribution of the paper is on almost sure resilient consensus control of a network of healthy agents in the presence of stochastic links failure and communication noises. We design a discrete-time protocol for the set of the healthy agents, and we show that under some probabilistic conditions on interaction among the agents, achieving almost sure consensus among the healthy agents can be guaranteed. The results also are verified by numerical examples

Distributed estimation over a low-cost sensor network: a review of state-of-the-art

Proliferation of low-cost, lightweight, and power efficient sensors and advances in networked systems enable the employment of multiple sensors. Distributed estimation provides a scalable and fault-robust fusion framework with a peer-to-peer communication architecture. For this reason, there seems to be a real need for a critical review of existing and, more importantly, recent advances in the domain of distributed estimation over a low-cost sensor network. This paper presents a comprehensive review of the state-of-the-art solutions in this research area, exploring their characteristics, advantages, and challenging issues. Additionally, several open problems and future avenues of research are highlighted

Bibliographic Review on Distributed Kalman Filtering

In recent years, a compelling need has arisen to understand the effects of distributed information structures on estimation and filtering. In this paper, a bibliographical review on distributed Kalman filtering (DKF) is provided.\ud The paper contains a classification of different approaches and methods involved to DKF. The applications of DKF are also discussed and explained separately. A comparison of different approaches is briefly carried out. Focuses on the contemporary research are also addressed with emphasis on the practical applications of the techniques. An exhaustive list of publications, linked directly or indirectly to DKF in the open literature, is compiled to provide an overall picture of different developing aspects of this area

Robust Observer Design for Takagi-Sugeno Fuzzy Systems with Mixed Neutral and Discrete Delays and Unknown Inputs

A robust observer design is proposed for Takagi-Sugeno fuzzy neutral models with unknown inputs. The model consists of a mixed neutral and discrete delay, and the disturbances are imposed on both state and output signals. Delay-dependent sufficient conditions for the design of an unknown input T-S observer with time delays are given in terms of linear matrix inequalities. Some relaxations are introduced by using intermediate variables. A numerical example is given to illustrate the effectiveness of the given results