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Anton Cervin

Publications and source records attributed to Anton Cervin.

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Improved event-based particle filtering in resource-constrained remote state estimation

Event-based sampling has been proposed as a general technique for lowering the average communication rate in remote state estimation, which can be important in scenarios with constraints on resources such as network bandwidth or sensor energy. Recently, the interest of applying particle filters to event-based state estimation has seen an upswing, partly to tackle nonlinear and non-Gaussian problems, but also since event-based sampling does not allow an analytic solution for linear--Gaussian systems. Thus far, very little has been mentioned regarding the practical issues that arise when applying particle filtering to event-based state estimation. In this paper, we provide such a discussion by (i) demonstrating that there exists a high risk of sample degeneracy at new events, for which the auxiliary particle filter provides an intuitive solution, (ii) introducing a new alternative to the local predictor approach based on precomputing state estimates which is better suited to solve the issue of observer-to-sensor communication for closed-loop triggering in difficult systems, and (iii) exploring the difficulties surrounding the increased computational load when implementing the particle filter under event-based sampling.

eess.SY

On Event-Based Sampling for LQG-Optimal Control

We consider the problem of finding an event-based sampling scheme that optimizes the trade-off between average sampling rate and control performance in a linear-quadratic-Gaussian (LQG) control problem setting with output feedback. Our analysis is based on a recently presented sampled-data controller structure, which remains LQG-optimal for any choice of sampling scheme. We show that optimization of the sampling scheme is related to an elliptic convection-diffusion type partial differential equation over a domain with free boundary, a so called Stefan problem. A numerical method is presented to solve this problem for second order systems, and thus obtain an optimal sampling scheme. The method also directly generalizes to higher order systems, although with a higher computational cost. For the special case of multidimensional integrator systems, we present the optimal sampling scheme on closed form, and prove that it will always outperform its periodic counterpart. Tight bounds on the improvement are presented. The improved performance is also demonstrated in numerical examples, both for an integrator system and a more general case.

math.OC