Table of Contents Author Guidelines Submit a Manuscript
Mathematical Problems in Engineering
Volume 2014 (2014), Article ID 980753, 10 pages
http://dx.doi.org/10.1155/2014/980753
Research Article

Variance-Constrained Robust Estimation for Discrete-Time Systems with Communication Constraints

1Information Engineering Institute, Dalian University, Dalian 116622, China
2School of Information Science and Technology, Dalian Maritime University, Dalian 116026, China

Received 6 September 2013; Accepted 22 December 2013; Published 14 January 2014

Academic Editor: Fuzhong Nian

Copyright © 2014 Baofeng Wang 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.

Linked References

  1. M. Moayedi, Y. K. Foo, and Y. C. Soh, “Adaptive Kalman filtering in networked systems with random sensor delays, multiple packet dropouts and missing measurements,” IEEE Transactions on Signal Processing, vol. 58, no. 3, pp. 1577–1588, 2010. View at Publisher · View at Google Scholar · View at MathSciNet · View at Scopus
  2. W.-A. Zhang, L. Yu, and G. Feng, “Optimal linear estimation for networked systems with communication constraints,” Automatica, vol. 47, no. 9, pp. 1992–2000, 2011. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet · View at Scopus
  3. H. J. Gao and T. W. Chen, “H estimation for uncertain systems with limited communication capacity,” IEEE Transactions on Automatic Control, vol. 52, no. 11, pp. 2070–2084, 2007. View at Publisher · View at Google Scholar · View at Scopus
  4. H. L. Dong, Z. D. Wang, and H. J. Gao, “Robust H filtering for a class of nonlinear networked systems with multiple stochastic communication delays and packet dropouts,” IEEE Transactions on Signal Processing, vol. 58, no. 4, pp. 1957–1966, 2010. View at Publisher · View at Google Scholar · View at MathSciNet · View at Scopus
  5. S. Sun, “Linear minimum variance estimators for systems with bounded random measurement delays and packet dropouts,” Signal Processing, vol. 89, no. 7, pp. 1457–1466, 2009. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at Scopus
  6. Z. D. Wang, F. W. Yang, D. W. C. Ho, and X. Liu, “Robust finite-horizon filtering for stochastic systems with missing measurements,” IEEE Signal Processing Letters, vol. 12, no. 6, pp. 437–440, 2005. View at Publisher · View at Google Scholar · View at Scopus
  7. Z. D. Wang, D. W. C. Ho, and X. H. Liu, “Variance-constrained filtering for uncertain stochastic systems with missing measurements,” IEEE Transactions on Automatic Control, vol. 48, no. 7, pp. 1254–1258, 2003. View at Publisher · View at Google Scholar · View at MathSciNet · View at Scopus
  8. S. C. Smith and P. Seiler, “Estimation with lossy measurements: jump estimators for jump systems,” IEEE Transactions on Automatic Control, vol. 48, no. 12, pp. 2163–2171, 2003. View at Publisher · View at Google Scholar · View at MathSciNet · View at Scopus
  9. K. Gu, V. Kharitonov, and J. Chen, Stability of Time-Delay Systems, Birkhauser, 1st edition, 2003. View at MathSciNet
  10. L. Schenato, “Optimal estimation in networked control systems subject to random delay and packet loss,” in Proceedings of the 45th IEEE Conference on Decision & Control (CDC '06), pp. 5615–5620, 2006. View at Scopus
  11. M. Fu and L. Xie, “The sector bound approach to quantized feedback control,” IEEE Transactions on Automatic Control, vol. 50, no. 11, pp. 1698–1711, 2005. View at Publisher · View at Google Scholar · View at MathSciNet · View at Scopus
  12. V. Malyavej and A. V. Savkin, “The problem of optimal robust Kalman state estimation via limited capacity digital communication channels,” Systems & Control Letters, vol. 54, no. 3, pp. 283–292, 2005. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet · View at Scopus
  13. J. Liang, Z. Wang, and X. Liu, “Distributed state estimation for discrete-time sensor networks with randomly varying nonlinearities and missing measurements,” IEEE Transactions on Neural Networks, vol. 22, no. 3, pp. 486–496, 2011. View at Publisher · View at Google Scholar · View at Scopus
  14. D. R. Ding, Z. D. Wang, H. Dong, and H. Shu, “Distributed H state estimation with stochastic parameters and nonlinearities through sensor networks: the finite-horizon case,” Automatica, vol. 48, no. 8, pp. 1575–1585, 2012. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet
  15. B. Wang and G. Guo, “Robust estimation for discrete time-varying systems with limited communication capacity,” Asian Journal of Control, vol. 14, no. 2, pp. 502–511, 2012. View at Publisher · View at Google Scholar · View at MathSciNet · View at Scopus
  16. F. W. Yang, Z. D. Wang, and Y. S. Hung, “Robust Kalman filtering for discrete time-varying uncertain systems with multiplicative noises,” IEEE Transactions on Automatic Control, vol. 47, no. 7, pp. 1179–1183, 2002. View at Publisher · View at Google Scholar · View at MathSciNet · View at Scopus
  17. Z. Dong and Z. You, “Finite-horizon robust Kalman filtering for uncertain discrete time-varying systems with uncertain-covariance white noises,” IEEE Signal Processing Letters, vol. 13, no. 8, pp. 493–496, 2006. View at Publisher · View at Google Scholar · View at Scopus
  18. F. Wang and V. Balakrishnan, “Robust steady-state filtering for systems with deterministic and stochastic uncertainties,” IEEE Transactions on Signal Processing, vol. 51, no. 10, pp. 2550–2558, 2003. View at Publisher · View at Google Scholar · View at Scopus
  19. E. Yaz and R. E. Skelton, “Continuous and discrete state estimation with error covariance assignment,” in Proceedings of the IEEE Conference of Decision Control, pp. 3091–3092, Brighton, UK, 1991.
  20. Z. D. Wang, B. Huang, and P. Huo, “Sampled-data filtering with error covariance assignment,” IEEE Transactions on Signal Processing, vol. 49, no. 3, pp. 666–670, 2001. View at Publisher · View at Google Scholar · View at Scopus
  21. Z. D. Wang and H. Qiao, “Robust filtering for bilinear uncertain stochastic discrete-time systems,” IEEE Transactions on Signal Processing, vol. 50, no. 3, pp. 560–567, 2002. View at Publisher · View at Google Scholar · View at MathSciNet · View at Scopus
  22. Z. D. Wang, D. W. C. Ho, and X. H. Liu, “Robust filtering under randomly varying sensor delay with variance constraints,” IEEE Transactions on Circuits and Systems II: Express Briefs, vol. 51, no. 6, pp. 320–326, 2004. View at Publisher · View at Google Scholar · View at Scopus
  23. N. Elia and S. K. Mitter, “Stabilization of linear systems with limited information,” IEEE Transactions on Automatic Control, vol. 46, no. 9, pp. 1384–1400, 2001. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet · View at Scopus
  24. M. Fu and L. Xie, “The sector bound approach to quantized feedback control,” IEEE Transactions on Automatic Control, vol. 50, no. 11, pp. 1698–1711, 2005. View at Publisher · View at Google Scholar · View at MathSciNet · View at Scopus
  25. E. Yaz and A. Ray, “Linear unbiased state estimation for random models with sensor delay,” in Proceedings of the 35th IEEE Conference on Decision and Control, pp. 47–52, Kobe, Japan, 1996. View at Scopus
  26. S. L. Sun, “Linear minimum variance estimators for systems with bounded random measurement delays and packet dropouts,” Signal Processing, vol. 89, no. 7, pp. 1457–1466, 2009. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at Scopus
  27. R. F. Stengel, Stochastic Optimal Control: Theory and Application, John Wiley & Sons, New York, NY, USA, 1986.
  28. W. L. de Koning, “Optimal estimation of linear discrete-time systems with stochastic parameters,” Automatica, vol. 20, no. 1, pp. 113–115, 1984. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at Scopus
  29. L. Xie, Y. C. Soh, and C. E. de Souza, “Robust Kalman filtering for uncertain discrete-time systems,” IEEE Transactions on Automatic Control, vol. 39, no. 6, pp. 1310–1314, 1994. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet · View at Scopus
  30. A. Ben-Israel and T. N. E. Greville, Generalized Inverses: Theory and Applications, John Wiley & Sons, New York, NY, USA, 1974.
  31. Z. Wang and B. Huang, “Robust H2/H filtering for linear systems with error variance constraints,” IEEE Transactions on Signal Processing, vol. 48, no. 8, pp. 2463–2467, 2000. View at Publisher · View at Google Scholar · View at MathSciNet · View at Scopus