An Iterative Algorithm for Optimal Event-Triggered Estimation
Analysis and Design of Hybrid Systems, Volume # | Part#
Molin, Adam; Hirche, Sandra
Digital Object Identifier (DOI)
Event-triggered control; Networked control systems; Optimal control
This paper investigates the optimal design of event-triggered estimation for first-order linear stochastic systems. The problem is posed as a two-player team problem with a partially nested information pattern. The two players are given by an estimator and an event-trigger. The event-trigger has full state information and decides whether the estimator shall obtain the current state information by transmitting it through a resource constrained channel. The objective is to find an optimal trade-off between the mean squared estimation error and the expected transmission rate. The proposed iterative algorithm alternates between optimizing one player while fixing the other player. It is shown that the solution of the algorithm converges to a linear predictor and a symmetric threshold policy, if the densities of the initial state and the noise variables are even and radially decreasing functions. The effectiveness of the approach is illustrated via numerical simulations. In case of a multimodal distribution of the noise variables a significant performance improvement can be achieved compared to a separate design that assumes a linear prediction and a symmetric threshold policy.
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