Optimal Estimator Design and Properties Analysis for Interconnected Systems With Asymmetric Information Structure

Wang，Yan1; Xiong，Junlin2; Yang，Zaiyue3; Su，Rong4

2023

10.1109/TSMC.2023.3273161

IEEE Transactions on Systems, Man, and Cybernetics: Systems   影响因子和分区

2168-2216

2168-2232

This article studies the optimal state estimation problem for interconnected systems. Each subsystem can obtain its own measurement in real time, while, the measurements transmitted between the subsystems suffer from random delay. The optimal estimator is analytically designed for minimizing the conditional error covariance. The boundedness of the expected error covariance (EEC) is analyzed. In particular, a new condition that is easy to verify is established for the boundedness of EEC. Further, the properties of EEC with respect to the delay probability are studied. We found that there exists a critical probability such that the EEC is bounded if the delay probability is below the critical probability. Also, a lower and upper bound of the critical probability is derived. Finally, the proposed results are applied to a power system, and the effectiveness of the designed methods is illustrated by simulations.

Delays Expected error covariance (EEC) Interconnected systems interconnected systems (ISs) Kalman filters optimal state estimation random delay Real-time systems State estimation subsystems Time measurement Upper bound

SCI ; EI

英语

其他

WOS:001005037900001

20232114132651

Bandpass filters ; Errors ; Interactive computer systems ; Kalman filters ; Large scale systems ; State estimation

Electric Filters:703.2 ; Digital Computers and Systems:722.4 ; Control Systems:731.1 ; Systems Science:961

2-s2.0-85159828576

Scopus

1.School of Mechanical Electrical Engineering and Automation, Harbin Institute of Technology Shenzhen, Shenzhen, China
2.Department of Automation, University of Science and Technology of China, Hefei, China
3.Department of Mechanical and Energy Engineering, the Shenzhen Key Laboratory of Biomimetic Robotics and Intelligent Systems, and the Guangdong Provincial Key Laboratory of Human-Augmentation and Rehabilitation Robotics in Universities, Southern University of Science and Technology, Shenzhen, China
4.School of Electrical and Electronic Engineering, Nanyang Technological University, Singapore, Singapore

Wang，Yan,Xiong，Junlin,Yang，Zaiyue,et al. Optimal Estimator Design and Properties Analysis for Interconnected Systems With Asymmetric Information Structure[J]. IEEE Transactions on Systems, Man, and Cybernetics: Systems,2023,PP(99):1-9.

Wang，Yan,Xiong，Junlin,Yang，Zaiyue,&Su，Rong.(2023).Optimal Estimator Design and Properties Analysis for Interconnected Systems With Asymmetric Information Structure.IEEE Transactions on Systems, Man, and Cybernetics: Systems,PP(99),1-9.

Wang，Yan,et al."Optimal Estimator Design and Properties Analysis for Interconnected Systems With Asymmetric Information Structure".IEEE Transactions on Systems, Man, and Cybernetics: Systems PP.99(2023):1-9.