State estimation for networked systems with Markovian communication constraints and multiple packet dropouts

In this paper, the state estimation problem for discrete-time networked systems with communication constraints and random packet dropouts is considered. The communication constraint is that, at each sampling instant, there is at most one of the various transmission nodes in the networked systems is allowed to access a shared communication channel, and then the received data are transmitted to a remote estimator to perform the estimation task. The channel accessing process of those transmission nodes is determined by a finite-state discrete-time Markov chain, and random packet dropouts in remote data transmission are modeled by a Bernoulli distributed white sequence. Using Bayes' rule and some results developed in this study, two state estimation algorithms are proposed in the sense of minimum mean-square error. The first algorithm is optimal, which can exactly compute the minimum mean-square error estimate of system state. The second algorithm is a suboptimal algorithm obtained under a lot of Gaussian hypotheses. The proposed suboptimal algorithm is recursive and has time-independent complexity. Computer simulations are carried out to illustrate the performance of the proposed algorithms.