Optimal Estimation Algorithm Design under Event-based Sensor Data Scheduling*

This paper investigates a remote state estimation problem over a communication channel, which is of theoretical and practical significance in the study of cyber-physical systems (CPS). In consideration of both bandwidth limitation and estimation quality, an event-based schedule is proposed to decide whether to transmit the current measurement to the remote estimator or not. To overcome the difficulties induced by the bilaterally hidden-truncation process from event-based scheme, we introduce the generalized closed skew normal distribution to accurately portray the state distribution. Furthermore, an exact MMSE estimation algorithm is designed, which does not rely on the Gaussian approximation assumption. Numerical examples are provided to show the effectiveness of the proposed algorithm.