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schenato, luca (2007) Optimal estimation in networked control systems subject to random delay and packet drop. [Technical Report] (Inedito)

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Abstract (english)

In this paper we study optimal estimation design for sampled linear
systems where the sensors measurements are transmitted to the
estimator site via a generic digital communication network. Sensor
measurements are subject to random delay or might even be completely
lost. We show that the minimum error covariance estimator is
time-varying, stochastic, and it does not converge to a steady
state. Moreover, the architecture of this estimator is independent
of the communication protocol and can be implemented using a finite
memory buffer if the delivered packets have a finite maximum delay.
We also present two alternative estimator architectures which are
more computationally efficient and provide upper and lower bounds
for the performance of the time-varying estimator. The stability of
these estimators does not depend on packet delay but only on the
packet loss probability. Finally, algorithms to compute critical
packet loss probability and estimators performance in terms of their
error covariance are given and applied to some numerical examples.

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EPrint type:Technical Report
Anno di Pubblicazione:31 March 2007
Key Words:Networked Control Systems, random time delay, packet drop, minimum variance estimator, Kalman filter, stability
Settori scientifico-disciplinari MIUR:Area 09 - Ingegneria industriale e dell'informazione > ING-INF/04 Automatica
Struttura di riferimento:Dipartimenti > Dipartimento di Ingegneria dell'Informazione
Codice ID:131
Depositato il:02 Dec 2007
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