Fast state estimation subject to random data loss in discrete-time nonlinear stochastic systems

Abstract

This paper focuses on the design of the standard observer in discrete-time nonlinear stochastic systems subject to random data loss. By the assumption that the system response is incrementally bounded, two sufficient conditions are subsequently derived that guarantee exponential mean-square stability and fast convergence of the estimation error for the problem at hand. An efficient algorithm is also presented to obtain the observer gain. Finally, the proposed methodology is employed for monitoring the Continuous Stirred Tank Reactor (CSTR) via a wireless communication network. The effectiveness of the designed observer is extensively assessed by using an experimental tested-bed that has been fabricated for performance evaluation of the over wireless-network estimation techniques under realistic radio channel conditions.

Keywords:

• discrete-time nonlinear stochastic systems
• observer design
• random data loss
• networked systems

Acknowledgements

This research was supported in part by Natural Sciences & Engineering Research Council (NSERC) of Canada. Special thanks are extended to the anonymous reviewers for their comments to improve the quality of this work.

Notes

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