Optimal linear estimators for networked stochastic uncertain systems under SCP
ZHOU Han
SUN Shu-li
Abstract：The optimal state estimation problem based on stochastic communication protocol(SCP)is studied for net-worked linear discrete time-varying systems with random parameter matrices and correlated noises,where the communica-tion probabilities are governed by the SCP,white noises are used to characterize the uncertainties of stochastic parameters.When the sensor transmits measurement data to the estimator through a bandwidth-limited communication network,the SCP is used to schedule each measurement component of a sensor to avoid data congestion and ensure that only one mea-surement component is transmitted at each time.In scenarios where the estimator does not know which measurement component of the sensor is received but only knows the communication probability of each component,the optimal linear recursive predictor,filter,and smoother that depend on the transmission probability of each component are designed in the linear minimum variance sense by applying the projection theory.The solution involves solving a simple difference equa-tion,a Lyapunov equation,and a Riccati equation.The steady-state property of the algorithms is analyzed,and a sufficient condition for the existence of the steady state is given.Simulation results demonstrate the effectiveness of the proposed algorithms.
Keywords：networked systemstochastic communication protocol(SCP)linear estimatorrandom parameter matrixcorrelated noise
Publication Date：2025-07-30
Online Publishing Date：2025-08-15(First online date of this platform, not the publication date of the document)
Pages：9( 1379-1387 )