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Optimal state filter from sequential unknown input reconstruction: Application to distributed state filtering
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DOI：10.1002/acs.2828.png)
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Abstract
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This paper generalizes Kalman filtering with an intermittent unknown input problem to be left invertible discrete-time stochastic linear systems with zero, one, or more structural delays. Contrary to the state filtering-based system inversion where the unknown input vector is reconstructed with a time delay that is equal to the structural delay of the plant, we propose an optimal state filtering by reconstructing some linear combinations of the unknown input vector with a time delay less than the structural delay. Designed under a sequential unknown input decoupling constraint, which has never been previously studied in the literature, all presented filters are very computationally efficient. The proposed state filtering is used to solve the autonomous distributed state filtering problem in large-scale networked control systems when the unknown input vector represents interactions between subsystems and when each subsystem receives intermittent information about the interaction from unreliable networks. The stochastic stability conditions of the extended intermittent unknown input Kalman filter are established when the arrival binary sequence of packet dropouts follows a random Bernoulli process.
Keywords:
distributed state filtering
intermittent unknown inputs
Kalman filtering
linear systems
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