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Varianceconstrained filtering for nonlinear systems with randomly occurring quantized measurements: recursive scheme and boundedness analysis
 Chaoqing Jia^{1, 2} and
 Jun Hu^{1, 2, 3}Email authorView ORCID ID profile
https://doi.org/10.1186/s1366201920000
© The Author(s) 2019
 Received: 26 November 2018
 Accepted: 30 January 2019
 Published: 7 February 2019
Abstract
In this paper, the robust optimal filtering problem is discussed for timevarying networked systems with randomly occurring quantized measurements via the varianceconstrained method. The stochastic nonlinearity is considered by statistical form. The randomly occurring quantized measurements are expressed by a set of Bernoulli distributed random variables, where the quantized measurements are described by the logarithmic quantizer. The objective of this paper is to design a recursive optimal filter such that, for all randomly occurring uncertainties, randomly occurring quantized measurements and stochastic nonlinearity, an optimized upper bound of the estimation error covariance is given and the desired filter gain is proposed. In addition, the boundedness analysis problem is studied, where a sufficient condition is given to ensure the exponential boundedness of the filtering error in the meansquare sense. Finally, simulations with comparisons are proposed to demonstrate the validity of the presented robust varianceconstrained filtering strategy.
Keywords
 Timevarying nonlinear systems
 Varianceconstrained filtering
 Randomly occurring quantized measurements
 Boundedness analysis
1 Introduction
Over the past few years, the state estimation or filtering problems have been widely discussed owing to its practical applications in various fields, such as in navigation system, dynamic positioning, tracking of objects in computer vision, and so on [1–7]. In particular, based on a series of observed measurements over time, the Kalman filtering known as a linear optimal estimation algorithm can provide the globally optimal estimation for linear stochastic systems [8]. Regarding the complex dynamics systems with higher performance requirements, the traditional Kalman filtering method might not achieve satisfactory accuracy especially when the systems are contaminated with the nonlinear disturbances. Thus, a large number of filtering approaches under different performance constraints have been given, such as Kalman filtering [9], extended Kalman filtering [10–12], varianceconstrained filtering [13–15], unscented Kalman filtering [16], \(H_{\infty}\) filtering [17, 18], and securityguaranteed filtering [4, 5]. More specifically, some securityguaranteed filtering methods have been presented in [4, 5] for complex systems under different performance indices. In [17], a robust \(H_{\infty}\) filtering algorithm has been designed to cope with the effects of the randomly occurring nonlinearities, parameter uncertainties and signal quantization. In [10, 11], the robust extended Kalman filtering methods have been proposed for timevarying nonlinear systems, and the related performance analyses concerning the boundedness of the filtering errors have been provided. In recent years, the varianceconstrained method has been presented in [13, 14] to handle the filtering problems for timevarying nonlinear networked systems with missing measurements under deterministic/uncertain occurrence probabilities, where the authors have obtained the optimized upper bounds of estimation error covariance and proposed the expression forms of the timevarying filter gains via the stochastic analysis technique. Subsequently, the varianceconstrained state estimation problem has been discussed in [15] for timevarying complex networks and a new timevarying estimation algorithm has been given based on the results in [13, 14].
As it is well known, the existence of the uncertainties would deteriorate the whole performance of addressed systems [19–22]. Accordingly, it is necessary to propose appropriate means to reduce the influence from uncertainties onto the filtering algorithm performance [23, 24]. Up to now, a variety of results have been reported concerning the filtering problems for uncertain timevarying systems [25–27]. To mention a few, a robust recursive filter has been designed in [25] for uncertain systems with missing measurements, where a sufficient criterion has been given such that the exponential meansquare stability of filtering error has been ensured. In the networked environment, the uncertainties might emerge in a random way with certain probability [28]. For example, the state estimation scheme has been proposed in [28] for discrete timeinvariant networked systems subject to distributed sensor delays and randomly occurring uncertainties, under which the sufficient criterion has been given such that the stability of the resulted estimation error dynamics has been guaranteed. It is worthwhile to point out that it is necessary to compensate the negative effects caused by randomly occurring uncertainties for timevarying systems and propose more efficient filtering scheme with improved algorithm accuracy.
In a networked setting, the signals before transmission might be quantized due to the limited dataprocessing capacity of the transmission channels [29], hence the quantization errors should be properly addressed in order to reduce the resulted effects on the filtering algorithm performance [13]. Generally, the logarithmic quantization and uniform quantization are commonly discussed [29, 30]. So far, a large amount of efforts have been made to discuss the filtering/control problems subject to signal quantization; see e.g. [13, 17, 29, 31, 32]. Accordingly, a great deal of attention has been given with respect to the quantization errors. For instance, the sectorbound approach has been employed in [33] to convert the quantization errors into the sectorbound uncertainties, and such a method has been widely utilized when handling the control and filtering problems for networked systems with quantization effects. For example, a robust \({H_{\infty}}\) filtering algorithm under variance constraint has been proposed in [31] for nonlinear timevarying systems with randomly varying gain perturbations as well as quantized measurements, where the predefined estimation error variance constraint and \({H_{\infty}}\) performance have been discussed by proposing the sufficient condition. In [34], an \({H_{\infty}}\) filtering problem has been addressed for timevarying systems and a new algorithm has been given to handle the effects of signal measurements and nonGaussian noises, moreover, the applicability of the proposed filtering scheme has been illustrated by means of a mobile robot localization scenario. So far, most of available filtering methods can be applied to tackle the deterministic quantization effects only. However, there is a need to take the randomly occurring quantization effects into account in order to further reflect the unreliable networked environments with communication constraints. Hence, new filtering approach is desirable for addressing the filtering problem of timevarying systems in the simultaneous presence of randomly occurring uncertainties and quantized measurements under variance constraint. Accordingly, it is very necessary to provide efficient analysis criterion to evaluate the proposed filtering algorithm. As such, the objective of this paper is to shorten the gap by proposing a robust varianceconstrained filtering method under certain optimization criterion and conducting the desired algorithm performance analysis issue.
In this paper, we aim to design the robust varianceconstrained optimal filtering algorithm for timevarying networked systems with randomly occurring uncertainties and quantized measurements. Both the randomly occurring uncertainties and the quantized measurements are modeled by Bernoulli distributed random variables. Owing to the existence of the randomly occurring uncertainties, signal quantization and stochastic nonlinearity, it is difficult to obtain the accurate value of the estimation error covariance. Therefore, we aim to propose a new robust varianceconstrained filtering method under certain optimization criterion. In particular, we need to find a locally optimal upper bound of estimation error covariance and design proper filter gain at each sampling step. The main contributions of this paper lie in: (1) a new varianceconstrained filtering algorithm is given for addressed networked systems with stochastic nonlinearity, randomly occurring uncertainties and signal quantization; (2) the obtained upper bound of resulting filtering error covariance can be minimized by properly designing the filtering gain, under which the stochastic analysis techniques are used; and (3) the detailed boundedness analysis of filtering error is discussed and a sufficient condition is given. Finally, we utilize the simulations to illustrate the validity of main results.
Notations
The notations in this paper are standard. \(\mathbb {R}^{n}\) and \(\mathbb{R}^{n\times m}\), denote the ndimensional Euclidean space and the set of \(n\times m\) matrices, respectively. \(\mathbb{E}\{x\}\) represents the expectation of the random variable x. \(P^{T}\) and \(P^{1}\) stand for the transpose and inverse of matrix P. We use \(P\geq0\) (\(P>0\)) to depict that P is symmetric positive semidefinite (symmetric positive definite). The \(\operatorname{diag}\{Y_{1}, Y_{2}, \ldots, Y_{m}\}\) represents a blockdiagonal matrix with \(Y_{1}, Y_{2}, \ldots, Y_{m}\) in the diagonal. I represents an identity matrix with appropriate dimension. ∘ is the Hadamard product.
2 Problem formulation and preliminaries
Remark 1
In fact, it is not always possible to obtain the accurate system model during the system modeling, hence there is a need to address the modeling errors and discuss their effects on the desired performance. On the other hand, it could be the case that the modeling errors undergo the random changes, thus the randomly occurring uncertainties are characterized by introducing the random variable \(\alpha_{k}\) with known occurrence probability as in (4), which is used to cater the practical feature especially in the networked environment.
Remark 2
The stochastic nonlinearity \(f(\cdot)\) satisfying the statistical features (5)–(7) could cover many known nonlinearities addressed in the literature. For example, it could describe the functions in some linear systems with the statemultiplicative noises \(x_{k}\xi_{k}\), where \(\xi_{k}\) is a zeromean noise with bounded second moment; and the nonlinearities in some nonlinear systems with random disturbances (e.g. \(\operatorname{sgn}(\psi (x_{k}))x_{k}\xi_{k}\) with sgn representing the signum function). In this paper, the effects induced by the stochastic nonlinearity will be examined later and the available information (e.g. \(\varPi_{i}\) and \(\varGamma_{i}\)) will be reflected in the main results.
The purpose of this paper mainly has three aspects. Firstly, we seek the upper bound of the filtering error covariance by using inequality technique. Secondly, we design the filter gain \(K_{k+1}\) so as to minimize the upper bound. In addition, we will propose a sufficient condition to guarantee the exponential boundedness of the filtering error in the meansquare sense.
For later derivations, the following lemmas are introduced.
Lemma 1
Lemma 2
([36])
Lemma 3
([37])
3 Design of optimal filtering algorithm
In this section, an optimized upper bound of the filtering error covariance is obtained based on the matrix theory and stochastic analysis technique. Moreover, we derive the desired filter gain based on the solutions to recursive matrix equations.
Now, the following theorems provide the desired recursions of the onestep prediction error covariance and filtering error covariance via the above definitions.
Theorem 1
Proof
According to (14) and the independent properties of random variables, we can get (16) easily. □
Theorem 2
Proof
Remark 3
Generally, it could be better if a global optimal filtering method can be given. Unfortunately, it is impossible to attain this objective due to the existence of the parameter uncertainties, nonlinearity and randomly occurring quantized measurements. In view of these obstacles, we decide to derive an upper bound of filtering error covariance and minimize this upper bound by designing proper filtering gain matrix at each time step, which is acceptable with certain admissible estimation accuracy.
So far, we have provided the recursions of the onestep prediction error covariance and the filtering error covariance. Next, we are ready to obtain the desired upper bound of filtering error covariance and choose the filter gain properly.
Theorem 3
Proof
Remark 4
As shown in Theorem 3, the obtained upper bound of filtering error covariance can be minimized by the filter gain \(K_{k+1}\) in (34) at each sampling instant. It is worth pointing out that the value of \(\gamma_{k+1,1}\) can be chosen firstly according to the constraint condition \(\gamma ^{1}_{k+1,1}I\varUpsilon\varUpsilon>0\). Then we can adjust the value of \(\gamma_{k+1,1}\) to improve the solvability of the new filtering scheme under certain estimation accuracy requirement. Besides, the randomly occurring uncertainties, quantized measurements as well as the stochastic nonlinearity are all examined, and the corresponding information is reflected in main results. In particular, the scalar \(\bar{\alpha}_{k}\) and the matrices \(H_{k}\), \(M_{k}\) correspond to the randomly occurring uncertainties, the matrices \(\varPi_{i}\) and \(\varGamma _{i}\) reflect the variance information of the stochastic nonlinearity \(f(x_{k},\xi_{k})\) in (1), and the scalar \(\bar{\lambda }_{k,i}\) as well as matrix ϒ refer to the randomly occurring quantized measurements addressed in the paper. Moreover, it is worthwhile to note that the newly proposed robust varianceconstrained filtering scheme has the recursive feature, which is suitable for online applications particularly in the networked environments.
Summarizing the result in Theorem 3, the robust varianceconstrained filtering (RVCF) algorithm can be provided as follows:
Algorithm RVCF
 Step 1::

Set \(k = 0\) and select the initial values.
 Step 2::

Compute the onestep prediction \(\hat{x}_{k+1k}\) based on (10).
 Step 3::

Calculate the value of \(\varSigma_{k+1k}\) by (18).
 Step 4::

Solve the estimator gain matrix \(K_{k+1}\) by (20).
 Step 5::

Compute the filtering update equation \(\hat{x}_{k+1k+1}\) by (11).
 Step 6::

Obtain \(\varSigma_{k+1k+1}\) by (19).
 Step 7::

Set \(k = k + 1\), and go to Step 2.
4 Boundedness analysis
In this section, the desired boundedness analysis concerning the filtering error is conducted. Before proceeding, the concept of exponential boundedness of stochastic process is firstly given.
Definition 1
([38])
In order to conduct the boundedness analysis about the filtering error, we need the following assumption.
Assumption 1
Theorem 4
Consider the timevarying systems (1)–(2) and the filter (10)–(11). Under the Assumption 1, the filtering error \(\tilde{x}_{kk}\) is exponentially meansquare bounded.
Proof
Remark 5
By utilizing the stochastic analysis technique, a new sufficient condition under certain assumption has been given in Theorem 4 to testify the exponentially meansquare boundedness of the filtering error, which provides a helpful method to evaluate the performance of the proposed optimal varianceconstrained filtering scheme.
Remark 6
Note that some effective filtering methods have been presented in [39, 40] for networked systems with energy bounded noises, where the envelopeconstrained \(H_{\infty}\) filtering and distributed eventtriggered setmembership filtering schemes have been given. Compared with the results in [39, 40], we have developed a new RVCF algorithm with performance evaluation under varianceconstrained index for addressed uncertain timevarying nonlinear systems subject to randomly occurring quantized measurements and stochastic noises with known statistical properties. In particular, it should be noted that the advantages of the proposed filtering lie in its local optimality in the minimum variance sense and the online implementations. Moreover, it could be possible to extend the proposed method to handle the meansquare consensus problem for timevarying multiagent systems as in [41], which could be expected in a near future.
5 An illustrative example
In this section, we use numerical simulations to demonstrate the usefulness of the proposed varianceconstrained filtering algorithm.
6 Conclusions
In this paper, we have investigated the robust varianceconstrained filtering problem for networked timevarying systems subject to stochastic nonlinearity, randomly occurring uncertainties and quantized measurements. The phenomena of the randomly occurring uncertainties and signal quantization have been modeled by a set of mutually independent Bernoulli random variables. A recursive varianceconstrained filtering algorithm has been proposed, where the filter gain has been designed to minimize the obtained upper bound of the filtering error covariance. Moreover, we have given a sufficient condition to ensure the exponential meansquare boundedness of the filtering error. Finally, we have provided the simulations to demonstrate the validity and feasibility of the obtained filtering algorithm. It should be noted that the effects induced by the stochastic nonlinearity has been examined in the conducted topic. When the other types of nonlinearities (e.g. continuous differentiable nonlinearities or Lipschitz nonlinearities) exist in the system model, the proposed filtering method can also be applicable as long as the Taylor expansion or matrix inequality technique are utilized. Accordingly, the desirable filtering algorithm can be given along the same lines as provided in this paper.
Declarations
Availability of data and materials
Not applicable.
Funding
This work was supported in part by the Outstanding Youth Science Foundation of Heilongjiang Province of China under grant JC2018001, the National Natural Science Foundation of China under Grants 61673141, the Fok Ying Tung Education Foundation of China under Grant 151004, the University Nursing Program for Young Scholars with Creative Talents in Heilongjiang Province of China under grant UNPYSCT2016029, and the Alexander von Humboldt Foundation of Germany.
Authors’ contributions
The two authors contributed equally to this paper. The two authors read and approved the final version of the paper.
Competing interests
The two authors declared that they have no competing interests.
Open Access This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
Authors’ Affiliations
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