Recursive Filtering for Time-Varying Systems with Random Access Protocol

过滤问题 计算机科学 独立同分布随机变量 协方差 滤波器(信号处理) 控制理论(社会学) 调度(生产过程) 正确性 随机存取 递归滤波器 滤波器设计 算法 数学优化 数学 随机变量 根升余弦滤波器 计算机网络 统计 控制(管理) 人工智能 计算机视觉
作者
Lei Zou,Zidong Wang,Qing‐Long Han,Donghua Zhou
出处
期刊:IEEE Transactions on Automatic Control [Institute of Electrical and Electronics Engineers]
卷期号:: 1-1 被引量:151
标识
DOI:10.1109/tac.2018.2833154
摘要

This paper is concerned with the recursive filtering problem for a class of networked linear time-varying systems subject to the scheduling of the random access protocol (RAP). The communication between the sensor nodes and the remote filter is implemented via a shared network. For the purpose of preventing the data from collisions, only one sensor node is allowed to get access to the network at each time instant. The transmission order of sensor nodes is orchestrated by the RAP scheduling, under which the selected nodes obtaining access to the network could be characterized by a sequence of independent and identically-distributed variables. The aim of the addressed filtering problem is to design a recursive filter such that the filtering error covariance could be minimized by properly designing the filter gain at each time instant. The desired filter gain is calculated recursively by solving two Riccati-like difference equations. Furthermore, the boundedness issue of the corresponding filtering error covariance is investigated. Sufficient conditions are obtained to ensure the lower and upper bounds of the filtering error covariance. Two illustrative examples are given to demonstrate the correctness and effectiveness ofour developed recursive filtering approach.
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