Event-Triggered Kalman Filter and Its Performance Analysis

Abstract

In estimation of linear systems, an efficient event-triggered Kalman filter algorithm is proposed. Based on the hypothesis test of Gaussian distribution, the significance of the event-triggered threshold is given. Based on the threshold, the actual trigger frequency of the estimated system can be accurately set. Combining the threshold and the proposed event-triggered mechanism, an event-triggered Kalman filter is proposed and the approximate estimation accuracy can also be calculated. Whether it is a steady system or a time-varying system, the proposed algorithm can reasonably set the threshold according to the required accuracy in advance. The proposed event-triggered estimator not only effectively reduces the communication cost, but also has high accuracy. Finally, simulation examples verify the correctness and effectiveness of the proposed algorithm.

Keywords

• event trigger
• threshold setting
• accuracy comparison
• state estimation