Recursive Filtering for Time-Varying Systems with Random Access Protocol

Abstract

This chapter deals with the communication-protocol-based recursive filtering problem for linear time-varying systems. The Random Access Protocol is employed to schedule the signal transmissions between the sensors of the plant and the remote filter. The signal transmission behavior subject to the protocol scheduling is described by a sequence of independent and identically distributed random variables. The aim of the problem addressed in this chapter is to design a minimum mean square error filter where the time-varying filter parameter can be calculated recursively. The developed minimum mean square error filter works in a two-step process. Under the effects of the Random Access Protocol scheduling, the resultant filtering error dynamics are described by a time-varying system with a stochastic parameter matrix. The required time-varying filter gain is derived by minimizing the trace of the corresponding filtering error covariance. Sufficient conditions are derived to ensure the uniform boundedness of the filtering error covariance.