Centralized fusion robust filtering for networked uncertain systems with colored noises, one-step random delay, and packet dropouts

Abstract This paper studies the estimation problem for multisensor networked systems with mixed uncertainties, which include colored noises, same multiplicative noises in system parameter matrices, uncertain noise variances, as well as the one-step random delay (OSRD) and packet dropouts (PDs). This...

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Main Authors: Shuang Li, Wenqiang Liu, Guili Tao
Format: Article
Language:English
Published: SpringerOpen 2022-03-01
Series:EURASIP Journal on Advances in Signal Processing
Subjects:
Online Access:https://doi.org/10.1186/s13634-022-00857-4
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author Shuang Li
Wenqiang Liu
Guili Tao
author_facet Shuang Li
Wenqiang Liu
Guili Tao
author_sort Shuang Li
collection DOAJ
description Abstract This paper studies the estimation problem for multisensor networked systems with mixed uncertainties, which include colored noises, same multiplicative noises in system parameter matrices, uncertain noise variances, as well as the one-step random delay (OSRD) and packet dropouts (PDs). This study utilizes the centralized fusion (CF) algorithm to combing all information received by each sensor, which improve the accuracy of the estimation. By using the augmentation method, de-randomization method and fictitious noise techniques, the original uncertain system is transformed into an augment model with only uncertain noise variances. Then, for all uncertainties within the allowable range, the robust CF steady-state Kalman estimators (predictor, filter, and smoother) are presented based on the worst-case CF system, in light of the minimax robust estimation principle. To demonstrate the robustness of the proposed CF estimators, the non-negative definite matrix decomposition method and Lyapunov equation approach are employed. It is proved that the robust accuracy of CF estimator is higher than that of each local estimator. Finally, the simulation example applied to the uninterruptible power system (UPS) with colored noises and multiple uncertainties illustrates the effectiveness of the proposed CF robust estimation algorithm.
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spelling doaj.art-33d289903ca3472ea599a2183e859fc92022-12-21T23:32:29ZengSpringerOpenEURASIP Journal on Advances in Signal Processing1687-61802022-03-012022112310.1186/s13634-022-00857-4Centralized fusion robust filtering for networked uncertain systems with colored noises, one-step random delay, and packet dropoutsShuang Li0Wenqiang Liu1Guili Tao2School of Information and Electronic Engineering (Sussex Artificial Intelligence Institute), Zhejiang Gongshang UniversitySchool of Information and Electronic Engineering (Sussex Artificial Intelligence Institute), Zhejiang Gongshang UniversityCollege of Media Engineering, Communication University of ZhejiangAbstract This paper studies the estimation problem for multisensor networked systems with mixed uncertainties, which include colored noises, same multiplicative noises in system parameter matrices, uncertain noise variances, as well as the one-step random delay (OSRD) and packet dropouts (PDs). This study utilizes the centralized fusion (CF) algorithm to combing all information received by each sensor, which improve the accuracy of the estimation. By using the augmentation method, de-randomization method and fictitious noise techniques, the original uncertain system is transformed into an augment model with only uncertain noise variances. Then, for all uncertainties within the allowable range, the robust CF steady-state Kalman estimators (predictor, filter, and smoother) are presented based on the worst-case CF system, in light of the minimax robust estimation principle. To demonstrate the robustness of the proposed CF estimators, the non-negative definite matrix decomposition method and Lyapunov equation approach are employed. It is proved that the robust accuracy of CF estimator is higher than that of each local estimator. Finally, the simulation example applied to the uninterruptible power system (UPS) with colored noises and multiple uncertainties illustrates the effectiveness of the proposed CF robust estimation algorithm.https://doi.org/10.1186/s13634-022-00857-4Centralized fusionMultisensor networked systemColored noisesMinimax robust estimation principleOne-step random delayPacket dropouts
spellingShingle Shuang Li
Wenqiang Liu
Guili Tao
Centralized fusion robust filtering for networked uncertain systems with colored noises, one-step random delay, and packet dropouts
EURASIP Journal on Advances in Signal Processing
Centralized fusion
Multisensor networked system
Colored noises
Minimax robust estimation principle
One-step random delay
Packet dropouts
title Centralized fusion robust filtering for networked uncertain systems with colored noises, one-step random delay, and packet dropouts
title_full Centralized fusion robust filtering for networked uncertain systems with colored noises, one-step random delay, and packet dropouts
title_fullStr Centralized fusion robust filtering for networked uncertain systems with colored noises, one-step random delay, and packet dropouts
title_full_unstemmed Centralized fusion robust filtering for networked uncertain systems with colored noises, one-step random delay, and packet dropouts
title_short Centralized fusion robust filtering for networked uncertain systems with colored noises, one-step random delay, and packet dropouts
title_sort centralized fusion robust filtering for networked uncertain systems with colored noises one step random delay and packet dropouts
topic Centralized fusion
Multisensor networked system
Colored noises
Minimax robust estimation principle
One-step random delay
Packet dropouts
url https://doi.org/10.1186/s13634-022-00857-4
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