Brief paper: Multi-rate stochastic H∞ filtering for networked multi-sensor fusion

  • Authors:

  • Yan Liang;Tongwen Chen;Quan Pan

  • Affiliations:

  • School of Automation, Northwestern Polytechnical University, Xi'an, 710072, China;Department of Electrical and Computer Engineering, University of Alberta, Edmonton, Alberta, Canada T6G2V4;School of Automation, Northwestern Polytechnical University, Xi'an, 710072, China

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 2010

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Abstract

This paper presents a multi-rate filtering problem for a class of networked multi-sensor fusion systems with packet dropouts (PDs): the state evolves according to a linear discrete-time model with norm-bounded unknown inputs (UIs), and its underlying period is h; the p sensors are distributively deployed with different sampling periods n"1h,...,n"ph; multi-rate sensor measurements, corrupted by UIs, are subject to stochastic PDs in the transmission to a fusion center for state estimation; the estimation is updated at the period mh. Different from the single-rate estimator design with PDs which are treated as stochastic parameters, a UI observer is proposed where PDs are represented as zero-mean white input noises of the linear time-variant estimation error system. The results on the existence of a stable observer are proposed. Due to insufficient design freedom for absolute error decoupling, we turn to designing an observer-based stochastic H"~ filter. A numerical example of distributive multi-sensor target tracking is given to illustrate the proposed filter.