Estimation over lossy networks: A dynamic game approach

Jun Moon, Tamer Başar

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

We study a minimax state estimation (H estimation) problem where the dynamical system's disturbance is controlled by an adversary, and measurements from the system to the estimator are lost intermittently according to an i.i.d. Bernoulli process. We first obtain a stochastic minimax state estimator (SMSE) and a stochastic Riccati equation (SRE) that depend on the random measurement arrival process. We then show that the H disturbance attenuation parameter determines the existence of the SMSE. We also analyze the asymptotic behavior of the SRE by showing that the expected value of the SRE is bounded. In particular, we characterize explicit conditions of the disturbance attenuation parameter and the measurement arrival rate above which the expected value of the SRE is bounded. It is also shown that under some conditions, a particular limit of the SMSE is the Kalman filter with intermittent observations but without the disturbance term.

Original languageEnglish (US)
Title of host publication2013 IEEE 52nd Annual Conference on Decision and Control, CDC 2013
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages2412-2417
Number of pages6
ISBN (Print)9781467357173
DOIs
StatePublished - Jan 1 2013
Event52nd IEEE Conference on Decision and Control, CDC 2013 - Florence, Italy
Duration: Dec 10 2013Dec 13 2013

Publication series

NameProceedings of the IEEE Conference on Decision and Control
ISSN (Print)0191-2216

Other

Other52nd IEEE Conference on Decision and Control, CDC 2013
CountryItaly
CityFlorence
Period12/10/1312/13/13

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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