Automatica, Vol.69, 275-288, 2016
Event-based state estimation of linear dynamic systems with unknown exogenous inputs
In this work, an event-based optimal state estimation problem for linear-time varying systems with unknown inputs is investigated. By treating the unknown input as a process with a non-informative prior, the event-based minimum mean square error (MMSE) estimator is obtained in a recursive form. It is shown that for the general time-varying case, the closed-loop matrix of the optimal event-based estimator is exponentially stable and the estimation error covariance matrix is asymptotically bounded for each sample path of the event-triggering process. The results are also extended to the multiple sensor scenario, where each sensor is allowed to have its own event-triggering condition. The efficiency of the proposed results is illustrated by a numerical example and comparative simulation with the MMSE estimators obtained based on time-triggered measurements. The results are potentially applicable to event-based secure state estimation of cyber-physical systems. (C) 2016 Elsevier Ltd. All rights reserved.