Variance-Constrained H ∞ finite-horizon filtering for multi-rate time-varying networked systems based on stochastic protocols

Ming Lyu; Jie Zhang; YuMing Bo

Kybernetika (2020)

  • Volume: 56, Issue: 1, page 127-151
  • ISSN: 0023-5954

Abstract

top
In this paper, the variance-constrained H ∞ finite-horizon filtering problem is investigated for a class of time-varying nonlinear system under muti-rate communication network and stochastic protocol (SP). The stochastic protocol is employed to determine which sensor obtains access to the muti-rate communication network in order to relieve communication burden. A novel mapping technology is applied to characterize the randomly switching behavior of the data transmission resulting from the utilization of the SP in muti-rate communication network. By using relaxation method, sufficient conditions are derived for the existence of the finite-horizon filter satisfying both the prescribed H ∞ performance and the covariance requirement of filtering errors, and the solutions of filters satisfying the above indexes are obtained by using linear matrix inequalities. Finally, the validity and effectiveness of the proposed filter scheme are verified by numerical simulation.

How to cite

top

Lyu, Ming, Zhang, Jie, and Bo, YuMing. "Variance-Constrained $H_{\infty }$ finite-horizon filtering for multi-rate time-varying networked systems based on stochastic protocols." Kybernetika 56.1 (2020): 127-151. <http://eudml.org/doc/297003>.

@article{Lyu2020,
abstract = {In this paper, the variance-constrained $H_\infty $ finite-horizon filtering problem is investigated for a class of time-varying nonlinear system under muti-rate communication network and stochastic protocol (SP). The stochastic protocol is employed to determine which sensor obtains access to the muti-rate communication network in order to relieve communication burden. A novel mapping technology is applied to characterize the randomly switching behavior of the data transmission resulting from the utilization of the SP in muti-rate communication network. By using relaxation method, sufficient conditions are derived for the existence of the finite-horizon filter satisfying both the prescribed $H_\infty $ performance and the covariance requirement of filtering errors, and the solutions of filters satisfying the above indexes are obtained by using linear matrix inequalities. Finally, the validity and effectiveness of the proposed filter scheme are verified by numerical simulation.},
author = {Lyu, Ming, Zhang, Jie, Bo, YuMing},
journal = {Kybernetika},
keywords = {$H_\{\infty \}$ finite-horizon filtering; muti-rate communication; stochastic protocol (SP); time-varying systems},
language = {eng},
number = {1},
pages = {127-151},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Variance-Constrained $H_\{\infty \}$ finite-horizon filtering for multi-rate time-varying networked systems based on stochastic protocols},
url = {http://eudml.org/doc/297003},
volume = {56},
year = {2020},
}

TY - JOUR
AU - Lyu, Ming
AU - Zhang, Jie
AU - Bo, YuMing
TI - Variance-Constrained $H_{\infty }$ finite-horizon filtering for multi-rate time-varying networked systems based on stochastic protocols
JO - Kybernetika
PY - 2020
PB - Institute of Information Theory and Automation AS CR
VL - 56
IS - 1
SP - 127
EP - 151
AB - In this paper, the variance-constrained $H_\infty $ finite-horizon filtering problem is investigated for a class of time-varying nonlinear system under muti-rate communication network and stochastic protocol (SP). The stochastic protocol is employed to determine which sensor obtains access to the muti-rate communication network in order to relieve communication burden. A novel mapping technology is applied to characterize the randomly switching behavior of the data transmission resulting from the utilization of the SP in muti-rate communication network. By using relaxation method, sufficient conditions are derived for the existence of the finite-horizon filter satisfying both the prescribed $H_\infty $ performance and the covariance requirement of filtering errors, and the solutions of filters satisfying the above indexes are obtained by using linear matrix inequalities. Finally, the validity and effectiveness of the proposed filter scheme are verified by numerical simulation.
LA - eng
KW - $H_{\infty }$ finite-horizon filtering; muti-rate communication; stochastic protocol (SP); time-varying systems
UR - http://eudml.org/doc/297003
ER -

References

top
  1. Brunot, M., Janot, A., Young, P., Carrillo, F., 10.14736/kyb-2018-1-0202, Kybernetika 54 (2019), 1, 202-220. MR3780963DOI10.14736/kyb-2018-1-0202
  2. Chen, W., Ding, D.-R., Ge, X.-H., Han, Q.-L., Wei, G., 10.1109/tcyb.2018.2885567, IEEE Trans. Cybernet. 50 (2020), 4, 1372-1382. DOI10.1109/tcyb.2018.2885567
  3. Chen, W., Ding, D.-R., Dong, H.-L., Wei, G.-L., 10.1109/tsmc.2019.2905253, IEEE Trans. Systems Man Cybernet.: Systems 49 (2019), 8, 1688-1697. DOI10.1109/tsmc.2019.2905253
  4. Cetinkaya, A., Ishii, H., Hayakawa, T., 10.1109/tac.2018.2832466, IEEE Trans. Automat. Control 64 (2019), 5, 2013-2028. MR3951043DOI10.1109/tac.2018.2832466
  5. Deng, F., Yang, H.-L., Wang, L.-J., 10.1007/s12555-018-9503-4, Int. J. Control Automat. Systems 17 (2019), 3, 667-678. DOI10.1007/s12555-018-9503-4
  6. Ding, D.-R., Wang, Z.-D., Han, Q.-L., Wei, G.-L., 10.1109/tcyb.2018.2827037, IEEE Trans. Cybernet. 49 (2019), 6, 2372-2384. DOI10.1109/tcyb.2018.2827037
  7. Ding, D.-R., Han, Q.-L., Wang, Z.-R., Ge, X.-H., 10.1109/tii.2019.2905295, IEEE Trans. Industr. Inform. 15 (2019), 5, 2483-2499. DOI10.1109/tii.2019.2905295
  8. Dong, H.-L., Wang, Z.-D., Shen, B., Ding, D.-R., 10.1016/j.automatica.2016.05.012, Automatica 72 (2016), 28-36. MR3542911DOI10.1016/j.automatica.2016.05.012
  9. Du, Z.-L., Li, X.-M., 10.1007/s12555-017-0655-4, Int. J. Control Automat. Systems 17 (2019), 2, 345-355. DOI10.1007/s12555-017-0655-4
  10. Ge, X.-H., Han, Q.-L., 10.1109/tcyb.2016.2570860, IEEE Trans. Cybernet. 47 (2017), 8, 1807-1819. DOI10.1109/tcyb.2016.2570860
  11. Ge, X.-H., Han, Q.-L., Wang, Z.-D., 10.1109/tcyb.2017.2789296, IEEE Trans. Cybernet. 49 (2019), 4, 1148-1159. DOI10.1109/tcyb.2017.2789296
  12. Ge, X.-H., Han, Q.-L., Wang, Z.-D., 10.1109/tcyb.2017.2769722, IEEE Trans. Cybernet. 49 (2019), 1, 171-183. DOI10.1109/tcyb.2017.2769722
  13. Fridman, E., Shaked, U., Xie, L., 10.1109/tac.2002.806674, IEEE Trans. Automat. Control 48 (2003), 1, 159-165. MR1950328DOI10.1109/tac.2002.806674
  14. He, Y., Liu, G.-P., Rees, D., Wu, M., 10.1016/j.sigpro.2008.08.008, Signal Process. 89 (2009), 3, 275-282. MR2680246DOI10.1016/j.sigpro.2008.08.008
  15. Hu, C., Qin, W., Li, Z., He, B., Liu, G., 10.14736/kyb-2017-3-0545, Kybernetika 3 (2017), 53, 545-561. MR3684685DOI10.14736/kyb-2017-3-0545
  16. Hung, Y.-S., Yang, F.-W., 10.1016/s0005-1098(03)00117-1, Automatica 39 (2003), 7, 1185-1194. MR2140848DOI10.1016/s0005-1098(03)00117-1
  17. Liang, Y., Chen, T.-W., Pan, Q., 10.1080/00207170902906132, Int. J. Control 82 (2009), 11, 2059-2076. MR2561978DOI10.1080/00207170902906132
  18. Li, X.-G., Zhu, X.-J., 10.1016/j.automatica.2007.12.009, Automatica 44 (2008), 8, 2197-2201. Zbl1283.93212MR2531353DOI10.1016/j.automatica.2007.12.009
  19. Li, H., Shi, Y., 10.1016/j.automatica.2011.09.045, Automatica 48 (2012), 1, 159-166. MR2879424DOI10.1016/j.automatica.2011.09.045
  20. Liu, K., Fridman, E., Hetel, L., 10.1016/j.sysconle.2012.03.002, Systems Control Lett. 61 (2012), 5, 666-675. MR2913495DOI10.1016/j.sysconle.2012.03.002
  21. Liu, S., Wang, Z.-D., Wang, L.-C., Wei, G.-L., 10.1016/j.ins.2018.02.050, Inform. Sci. 459 (2018), 211-223. MR3811013DOI10.1016/j.ins.2018.02.050
  22. Qi, Q., Zhang, H., Wu, Z., 10.1109/tac.2018.2881141, IEEE Trans. Automat. Control 64 (2019), 8, 3461-3468. MR3992889DOI10.1109/tac.2018.2881141
  23. Tabbara, M., Nesic, D., 10.1109/tac.2008.923691, IEEE Trans. Automat. Control 53 (2008), 5, 1160-1175. MR2445672DOI10.1109/tac.2008.923691
  24. Shen, B., Wang, Z.-D., Huang, T.-W., 10.1016/j.automatica.2015.10.005, Automatica 63 (2016), 162-166. MR3429982DOI10.1016/j.automatica.2015.10.005
  25. Subramanian, A., Sayed, A.-H., 10.1109/tac.2003.821422, IEEE Trans. Automat. Control 49 (2004), 1, 149-154. MR2028557DOI10.1109/tac.2003.821422
  26. Tan, H., Shen, B., Liu, Y., Alsaedi, A., Ahmad, B., 10.1016/j.inffus.2016.12.003, Inform. Fusion 36, (2017), 313-320. DOI10.1016/j.inffus.2016.12.003
  27. Wang, Z.-D., Ho, D.-W.C., Liu, X., Variance-constrained filtering for uncertain stochastic systems with missing measurements., IEEE Trans. Automat. Control 48 (2003), 7, 560-567. MR1988100
  28. Xu, Y., Su, H., Pan, Y.-J., Wu, Z., Xu, W., 10.1016/j.jfranklin.2013.05.024, J. Franklin Inst. 350 (2013), 8, 2013-2027. MR3084055DOI10.1016/j.jfranklin.2013.05.024
  29. Yaz, Y.-I., Yaz, E.-E., 10.1109/9.754824, IEEE Trans. Automat. Control 44 (1999), 4, 813-816. MR1684441DOI10.1109/9.754824
  30. Zhang, W.-A., Feng, G, Yu, L., 10.1016/j.automatica.2012.06.027, Automatica 48 (2012), 9, 2016-2028. MR2956878DOI10.1016/j.automatica.2012.06.027
  31. Zhang, X.-M., Han, Q.-L., 10.1109/tcyb.2015.2487420, IEEE Trans. Cybernet. 46 (2016), 12, 2745-2757. DOI10.1109/tcyb.2015.2487420
  32. Zhang, X.-M., Han, Q.-L., Ge, X.-H., Ding, D.-R., Ding, L., Yue, D., Peng, C., 10.1109/jas.2019.1911651, IEEE/CAA J. Automat. Sinica, 1-17. MR3841465DOI10.1109/jas.2019.1911651
  33. Zhang, Y., Wang, Z.-D., Ma, L.-F., 10.1002/rnc.3520, Int. J. Robust Nonlinear Control 26 (2016), 16, 3507-3523. MR3565746DOI10.1002/rnc.3520
  34. Zheng, S., 10.14736/kyb-2018-5-0937, Kybernetika 54, (2018), 5, 937-957. MR3893129DOI10.14736/kyb-2018-5-0937
  35. Zuo, Z., Han, Q.-L., Ning, B., Ge, X.-H., Zhang, X.-M., 10.1109/tii.2018.2817248, IEEE Trans. Industr. Inform. 14 (2018), 6, 2322-2334. MR3932129DOI10.1109/tii.2018.2817248
  36. Ding, D.-R., Wang, Z.-D., Han, Q.-L., 10.1109/tac.2019.2934389, IEEE Trans. Automat. Control, 1-1. DOI10.1109/tac.2019.2934389

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.