Finite-Horizon H∞ State Estimation for Stochastic Coupled Networks With Random Inner Couplings Using Round-Robin Protocol

This article is concerned with the problem of finite-horizon H-infinity state estimation for time-varying coupled stochastic networks through the round-robin scheduling protocol. The inner coupling strengths of the considered coupled networks are governed by a random sequence with known expectations and variances. For the sake of mitigating the occurrence probability of the network-induced phenomena, the communication network is equipped with the round-robin protocol that schedules the signal transmissions of the sensors' measurement outputs. By using some dedicated approximation techniques, an uncertain auxiliary system with stochastic parameters is established where the multiplicative noises enter the coefficient matrix of the augmented disturbances. With the established auxiliary system, the desired finite-horizon H-infinity state estimator is acquired by solving coupled backward Riccati equations, and the corresponding recursive estimator design algorithm is presented that is suitable for online application. The effectiveness of the proposed estimator design method is validated via a numerical example.

Automated summary

This article discusses the problem of finite-horizon H-infinity state estimation for time-varying coupled stochastic networks through the round-robin scheduling protocol. An uncertain auxiliary system with stochastic parameters is established to mitigate the occurrence probability of network-induced phenomena. The desired finite-horizon H-infinity state estimator is obtained by solving coupled backward Riccati equations, validating the effectiveness of the proposed estimator design method through a numerical example.