State estimation via prediction-based scheme for linear time-varying uncertain networks with communication transmission delays and stochastic coupling

Abstract

In this paper, the design problem of recursive state estimation algorithm based on delay-prediction compensation is considered for a class of linear time-varying uncertain dynamical networks with network-induced communication transmission delays and stochastic coupling phenomenon. The random variables obeying Bernoulli distribution under uncertain occurrence probabilities are selected to depict the stochastic coupling phenomenon. Moreover, the modelling uncertainties and communication transmission delays are taken into account. Afterwards, a feasible prediction equation is constructed to compensate the communication transmission delays, and an updated time-varying state estimator is designed. Subsequently, the upper bound expression of the state estimation error covariance matrix is given by using the stochastic analysis technique and matrix theory, and the gain matrix of time-varying state estimator is obtained via minimizing the trace of such an upper bound. Furthermore, we present the mathematical proof which illustrates the monotonic relationship between the occurrence probabilities of stochastic coupling and the upper bound of error covariance. Finally, a simulation example is utilized to demonstrate the effectiveness of the proposed estimation strategy based on the delay prediction idea.

Keywords

• time-varying dynamical networks
• communication transmission delays
• stochastic coupling
• optimal estimation