Abstract

This paper is concerned with the optimal state estimation problem for a class of time-varying uncertain dynamical networks with mixed time-delay under uncertain probabilities. Here, the mixed time-delays include the constant time-delay and the random sensor delay, where the random sensor delay is depicted by a Bernoulli distributed random variable and the occurrence probability of the random sensor delay can be uncertain. The major novelty of the paper lies in that a new time-varying state estimation algorithm is given such that, for all parameter uncertainties, mixed time-delays and uncertain probabilities, a locally optimal upper bound of the estimation error covariance is obtained and the desirable estimator parameter of easy-to-implement feature is designed. Moreover, the performance evaluation problem of the presented estimation algorithm is solved, where the monotonicity analysis is shown regarding the trace of the upper bound and the deterministic occurrence probability of random sensor delay. At last, the simulations are given to show the validity and correctness of the proposed time-varying estimation method. In particular, the comparisons are given to show the relationship of the upper bound and occurrence probability.

Highlights

  • As we know, the complex networks are composed of a large of interconnected dynamical units in many areas such as technological networks and man-made systems [1]–[3]

  • Since the interconnected structure of the complex network, it plays an especial role in practical sense and the discovery of small word and scale-free properties leads to ever-increasing research interest [7]–[10]

  • The difficulties on state estimation problems for complex networks are unavoidable compared with the estimation problems for an isolated node

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Summary

INTRODUCTION

The complex networks are composed of a large of interconnected dynamical units in many areas such as technological networks and man-made systems [1]–[3]. To answer the above two questions, the main features/advantages of main results can be listed as follows: i) a new uncertain time-varying dynamical network model is considered, where the mixed timedelays including state delay and random sensor delay are discussed; ii) a new locally optimal estimation scheme is given for the first time to reflect the impacts from mixed delays, parameter uncertainties and uncertain probabilities, which is capable for online utilizations; and iii) a rigorous theoretical proof is established to reveal the engineering insight between the estimation performance and the occurrence probabilities of random sensor delay. We provide some simulations to show the correctness and usefulness of main results

PROBLEM FORMULATION
PERFORMANCE EVALUATION
A SIMULATION EXAMPLE

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