Mathematical Problems in Engineering
Volume 2015 (2015), Article ID 580578, 7 pages
http://dx.doi.org/10.1155/2015/580578

Research Article

Filtering for Networked Markovian Jump Systems with Multiple Stochastic Communication Delays

Hui Dong¹ and Juntong Chen²

¹Department of Automation, Zhejiang University of Technology, Hangzhou 310032, China
²School of Automation and Electrical Engineering, Zhejiang University of Science and Technology, Hangzhou 310032, China

Received 26 December 2014; Accepted 21 February 2015

Academic Editor: P. Balasubramaniam

Copyright © 2015 Hui Dong and Juntong Chen. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract.

This paper is concerned with the filtering for a class of networked Markovian jump systems with multiple communication delays. Due to the existence of communication constraints, the measurement signal cannot arrive at the filter completely on time, and the stochastic communication delays are considered in the filter design. Firstly, a set of stochastic variables is introduced to model the occurrence probabilities of the delays. Then based on the stochastic system approach, a sufficient condition is obtained such that the filtering error system is stable in the mean-square sense and with a prescribed disturbance attenuation level. The optimal filter gain parameters can be determined by solving a convex optimization problem. Finally, a simulation example is given to show the effectiveness of the proposed filter design method.

1. Introduction

Analysis and synthesis of the networked systems has received much research attention in the last decade due to the wide applications of networked systems into the industrials, such as process control system, chemical systems, and remote surgery. Despite the advantages brought by the networked systems, various challenging problems occur, such as packet dropouts, communication delays, and medium access constraints. In the last few years, the state estimation for networks systems has become a hot research topic. Basically, there are state estimation algorithms: one is the Kalman filtering and the other one is the filtering. For example, the authors in [1] studied the remote state estimation for the networked systems with missing observations. They addressed this problem under the discrete Kalman filtering formulation and also gave the statistical convergence properties of the estimation error covariance, showing the existence of a critical value for the arrival rate of the observations. Many new results have also been reported based on the results in [1]; see [2–5] and the references therein. It is well known that the Kalman filter is only applicable to the systems with a certain well-posed model, and the external noise is required to be a stochastic process with known statistical property. In many applications, these requirements may not hold. In this scenario, an alternative filtering algorithm has been proposed, that is, the filtering algorithm. The recent advances on the filtering for networked systems with various networked issues are referred to in [6–10].

On another research front line, Markovian jump systems have attracted significant attention from control society for many decades. This is due to the fact that such systems are shown to be appropriate and convenient to model a large number of practical systems that are subjected to abrupt variations in their structures, owing to sudden environmental disturbances, abrupt variations in the operating point of a nonlinear plant, and so on. Many works have been reported on the analysis and filtering for Markovian jump systems [11–16]. To mention a few, the filtering for a class of Markovian jump systems with time-varying transition probabilities has been considered in [16]; the authors showed that the filter gain parameter can be determined by solving a set of linear matrix inequalities. Recently, the filtering for Markovian jump systems with missing measurement and signal quantization is investigated in [17]; the corresponding filter synthesis problem is transformed into a convex optimization problem that can be efficiently solved by using standard software packages. It should be noted that the communication delay has not been considered in their design of the filter. The communication delay is an important issue that occurs in the networked control systems and it cannot be ignored. Though the filtering for networked systems with stochastic delays was studied in [18], the authors assumed that the measurement signal is transmitted to the remote filter within a single packet. In reality, the networked systems may distribute in a large area, and incorporating the measurement into one packet is impossible. Hence, the filtering for networked systems with multiple communication delays deserves investigation, which motivates the present study.

In this paper, the filtering problem is addressed for a class of networked Markovian jump systems with multiple communication delays. Firstly, a set of stochastic variables are introduced to model the communication delays. Based on the Laypunov stability theory and the stochastic system approach, a sufficient condition is obtained such that the filtering error system is asymptotically stable in the mean-square sense and achieves a prescribed performance level. Finally, a simulation study is given to show the effectiveness of the proposed design.

Notations. The notations used in this paper are standard. The denotes the -dimensional Euclidean space, and is the space of summable sequences. represents the transpose of the matrix .

2. Problem Formulation

The structure of the considered filtering system is shown in Figure 1. The physical plant under the consideration is

where is the state, is the signal to be estimated, and is the unknown disturbance belonging to . , , and are the constant matrices with appropriate dimensions. is a discrete-time homogeneous Markov chain with following probabilistic transfer matrix :

Figure 1: The structure of networked systems.

Suppose there are distributed sensors for the system and the th sensor produces its measurement as

where ; and are the known constant matrix with appropriate dimensions. Due to the existence of the communication delay, the filter may not be able to use the current measurement signal to update its state. In this paper, we assume that the largest delay in the th channel is time step. Then, at each time instant , the filter input, , will be the most recent member of the transmitted subset of .

In the real networked systems, the delay may occur in a stochastic way; hence, a set of stochastic variables, , , is introduced such that if is the value used as the filter input at . Due to the fact that at each time instant only one case may happen in our system we have . In this paper, the probabilities are assumed to be known, which may be obtained by some stochastic analysis method. Clearly, . The input of the filter can be described as

Let ,

We have

where and in which all elements are zeros except that the th block is an identity matrix.

Let . Then we have

Define . The total number of possible realizations of is . Let

One particular realization of means one sequence of , which specifies one particular case of . For presentation simplicity, we now define a new variable , to model each possible case for all the measurement signals, where , and is the possible numbers. For example, if and only if , and if and only if , , and so on. It is easy to see that and .

Based on the above discussions, the filter input signal is

where and . We propose the following filter:

where is the state of the filter and is the estimate of . , , and are the filter parameters to be designed.

In order to derive the filtering error system, we rewrite state equation in (1) and the estimation equation in (9) as

where

Define and the estimation error as . Then the filtering error system is given by

where

System (13) is a complex stochastic system; we need the following definitions before presenting our main results.

Definition 1 (see [12]). System (13), with , is said to be stochastically stable if the following inequality

holds for any initial condition .

Definition 2. For a given scalar , system (13) is said to be asymptotically stable in the mean-square sense and achieves a prescribed performance , if it is asymptotically stable and under zero initial condition, holds for all nonzero .

3. Main Results

A sufficient condition is firstly presented to guarantee the stability of the filtering error system.

Theorem 3. For given scalars and , if there exists a positive-definite matrix such that the following inequalities

hold for all , then the filtering error system is asymptotically stable in the mean-square sense and achieves a prescribed performance level , where

Proof. We first consider the stability of the filtering error system (13) with . To do this, we choose the following Lyapunov function for system (13):

Then, one sees that

where . On the other hand, we have

Hence,

It is seen that the right hand side of (21) is negative under (16) and then . It is not difficult to find a scalar , such that holds; then by deduction, we have , and, consequently,

Let ; the following inequality is obtained:

where . According to Definition 1, system (13) is stochastically stable.
Now we consider the performance of the filtering error system (13). It follows from the above analysis method that

where By using the schur complement [19], it is easy to see

Summing both sides of (21) from to gives

which implies, by the zero initial condition and positiveness of , that

Let ; then

Hence, system (13) achieves a prescribed performance level as well. This completes the proof.

It should be pointed out that Theorem 3 cannot be used to determine the filter gain directly due to the coexistence of and . In the following theorem, we present the filter gain design.

Theorem 4. For given scalars and , if there exist a positive-definite matrix and a matrix with appropriate dimensions, such that the following inequalities

hold, then the filtering problem is solvable. Moreover, the filter gains are determined by , , , where

with

Proof. By pre- and postmultiplying (16) with and its transpose, respectively, (16) is equivalent to

where . On the other hand, it is easy to see that always holds for any matrix . Then, (32) holds if

The above inequality is the same as (29) with , , , , and . This completes the proof.

Remark 5. In order to obtain the minimum performance , one can solve the following optimization problem

and find the minimum performance by .

4. Simulation Example

Consider a satellite yaw angles control system with noise perturbation, which is given by the following state-space representations [20]:

The satellite yaw angles control system consists of two rigid bodies jointed by a flexible link. This link is modeled as a spring with torque constant and viscous damping . and are the yaw angles for the main body and the instrumentation module of the satellite. Moreover, and . is the control torque, while and are the moments of the main body and the instrumentation module, respectively.

Choosing , , and setting the sampling period  s, then with the controller , we obtain the following discrete-time satellite yaw angles closed-loop system:

where .

In real control systems, controller failure may occur. In this example, we only consider a partial failure case; that is, the real controller is taken as with . The binary variable is assumed to be a two-state Markovian process. The probabilistic transfer matrix is taken as which will be generated stochastically in the simulation setup. Hence, such a satellite yaw angles control system with partial controller failure can be modeled as the discrete-time Markovian jump system (1).

Suppose the remote filter is designed to estimate the signal by the measurement of the satellite system, where , , and The two measurements and are transmitted to the remote filter through communication channels with stochastic communication delays. The maximal time delays are assumed to be one time step, and the occurrence probabilities are , , , and . By solving the optimization problem (22), we have .

In the simulation setup, we choose the zero initial conditions, and the noise signal is taken as . One-sample trajectories of and are shown in Figure 2. The trajectory of the filtering error is shown in Figure 3. By simple calculation, we have .

Figure 2: Trajectories of and .

Figure 3: Trajectory of .

5. Conclusions

In this paper, the filtering for a class of networked Markovian jump system with multiple stochastic communication delays has been investigated. A new stochastic delay model is proposed and formulated. Based on the stochastic system approach, a sufficient condition has been obtained such that the filtering error system is asymptotically stable in the mean-square sense and achieves a prescribed performance level. A simulation study of the satellite yaw control system is given to show the effectiveness of our results.

Conflict of Interests

The authors declare that there is no conflict of interests regarding the publication of this paper.

Acknowledgment

This work was supported by the open project of the State Key Laboratory of Industrial Control Technology under Grant no. ICT1409.

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