Finite-horizon Gaussianity-preserving event-based sensor scheduling in Kalman filter applications. (October 2016)

• Record Type: Journal Article
• Authors: Wu, Junfeng; Ren, Xiaoqiang; Han, Duo; Shi, Dawei; Shi, Ling
• Is Part Of: Automatica. Volume 72(2016)
• Page Start: 100
• Page End: 107
• Publication Date: 2016-10
• Subjects: Networked control systems -- Estimation -- Kalman filtering -- Sensor scheduling -- Dynamic programming; Automatic control -- Periodicals; Automation -- Periodicals; 629.805
• DOI: 10.1016/j.automatica.2016.05.013
• Languages: English
• ISSNs: 0005-1098

Abstract

Abstract: This paper considers a remote state estimation problem, where a sensor measures the state of a linear discrete-time system. The sensor has computational capability to implement a local Kalman filter. The sensor-to-estimator communications are scheduled intentionally over a finite time horizon to obtain a desirable tradeoff between the state estimation quality and the limited communication resources. Compared with the literature, we adopt a Gaussianity-preserving event-based sensor schedule bypassing the nonlinearity problem met in threshold event-based polices. We derive the closed-form of minimum mean-square error (MMSE) estimator and show that, if communication is triggered, the estimator cannot do better than the local Kalman filter, otherwise, the associated error covariance, is simply a sum of the estimation error of the local Kalman filter and the performance loss due to the absence of communication. We further design the scheduler's parameters by solving a dynamic programming (DP) problem. The computational overhead of the DP problem is less sensitive to the system dimension compared with that of existing algorithms in the literature.