Resumen de Finite-horizon Gaussianity-preserving event-based sensor scheduling in Kalman filter applications
Junfeng Wu, Xianqiang Ran, Duo- Han-, Dawei Shi-, Ling Shi
Abstract This paper considers a remote state estimation problem, where a sensor measures the state of a linear discrete-time system. The sensor has computational capability to implement a local Kalman filter. The sensor-to-estimator communications are scheduled intentionally over a finite time horizon to obtain a desirable tradeoff between the state estimation quality and the limited communication resources. Compared with the literature, we adopt a Gaussianity-preserving event-based sensor schedule bypassing the nonlinearity problem met in threshold event-based polices. We derive the closed-form of minimum mean-square error (MMSE) estimator and show that, if communication is triggered, the estimator cannot do better than the local Kalman filter, otherwise, the associated error covariance, is simply a sum of the estimation error of the local Kalman filter and the performance loss due to the absence of communication. We further design the scheduler’s parameters by solving a dynamic programming (DP) problem. The computational overhead of the DP problem is less sensitive to the system dimension compared with that of existing algorithms in the literature.
