Finite-Horizon H_∞ State Estimation for Stochastic Coupled Networks With Random Inner Couplings Using Round-Robin...

Area of Science:

• Control Systems Engineering
• Networked Systems
• Stochastic Processes

Background:

• Coupled stochastic networks face challenges with time-varying parameters and network-induced phenomena.
• Finite-horizon H∞ state estimation is crucial for performance and stability in such systems.
• Round-robin scheduling is employed to manage sensor measurement transmissions.

Purpose of the Study:

• To develop a finite-horizon H∞ state estimator for time-varying coupled stochastic networks.
• To address challenges posed by random inner coupling strengths and network-induced disturbances.
• To design a recursive algorithm suitable for online state estimation.

Main Methods:

• Utilizing approximation techniques to establish an uncertain auxiliary system with stochastic parameters.
• Incorporating multiplicative noises into the coefficient matrix of augmented disturbances.
• Solving coupled backward Riccati equations to derive the H∞ state estimator.

Main Results:

• An effective finite-horizon H∞ state estimator was designed for the specified network conditions.
• A recursive estimator design algorithm was developed for practical online implementation.
• The proposed method demonstrated its effectiveness through a numerical example.

Conclusions:

• The developed finite-horizon H∞ state estimation method is robust for time-varying coupled stochastic networks.
• The round-robin scheduling protocol aids in mitigating network-induced phenomena.
• The recursive algorithm facilitates real-time state estimation in complex networked systems.