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com

Journal of the Franklin Institute 351 (2014) 4998–5014

www.elsevier.com/locate/jfranklin

A Markovian system approach to distributed H1

filtering for sensor networks with stochastic sampling
Rongyao Ling, Li Yun, Dan Zhang, Wen-an Zhang
College of Information Engineering, Zhejiang University of Technology, Zhejiang Provincial United Key Laboratory of
Embedded Systems, Hangzhou 310023, PR China
Received 25 September 2013; received in revised form 31 March 2014; accepted 31 July 2014
Available online 10 August 2014

Abstract

This paper is concerned with the distributed H1 filtering problem for a class of sensor networks with
stochastic sampling. System measurements are collected through a sensor network stochastically and
the phenomena such as random measurement missing and quantization are also considered. Firstly, the
stochastic sampling process of the sensor network is modeled as a discrete-time Markovian system. Then,
the logarithmic quantization effect is transformed into the parameter uncertainty of the filtering system, and
a set of binary variables is introduced to model the random measurement missing phenomenon. Finally, the
resulting augmented system is modeled as an uncertain Markovian system with multiple random variables.
Based on the Lyapunov stability theory and the stochastic system analysis method, a sufficient condition is
obtained such that the augmented system is stochastically stable and achieves an average H1 performance
level γ; the design procedure of the optimal distributed filter is also provided. A numerical example is given
to demonstrate the effectiveness of the proposed results.
& 2014 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

1. Introduction

Nowadays, due to its low-cost, flexible and other significant advantages, sensor networks
have been extensively applied in many areas such as battlefield surveillance, environmental
monitoring and so on [1–4]. Among many research frontiers in sensor networks, the distributed
filtering problem for sensor networks has received increasing attention [5–7]. Different from the
n
Corresponding author.
E-mail address: lyu@zjut.edu.cn (L. Yu).

http://dx.doi.org/10.1016/j.jfranklin.2014.07.017
0016-0032/& 2014 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.
 R. Ling et al. / Journal of the Franklin Institute 351 (2014) 4998–5014 4999

centralized filtering architecture, the distributed scheme does not require a centralized fusion
center, and each sensor provides an estimate of the target plant based on its local measurement
and the neighbors’ information. Due to the coupling properties, it is difficult to design the
distributed filters for sensor networks [8,9]. In the last decade, some results have been reported
on distributed filtering for sensor networks with various networked issues, such as missing
measurements, signal quantization and switching topology, see [10–12] for more details.
It should be pointed out that an implicit assumption that each sensor samples the output within
a fixed time interval was imposed in the above results, i.e., only periodic sampling is concerned
in these results. In real networked systems however, one may not obtain a good estimation
performance by using the deterministic sampling scheme due to the random network congestion
[13]. In this scenario, one may resort to the stochastic sampling scheme, which can help to
improve the estimation performance. On the other hand, the stochastic sampling technique may
also help to save the limited energy in sensor network as the frequent communication usually
costs much power. Recently, research efforts have been made on the controller design and filter
design with the stochastic sampling scheme, see, e.g. [14,15], respectively. It should be pointed
out that, in [15], an input-delay approach [16] was proposed for stochastic sampled-data
stabilization and filtering, and it was assumed that the occurrence probabilities of different
sampling periods are constant and satisfy the Bernoulli distribution. Based on Lyapunov stability
theory and input-delay system approach, a procedure for the determination of the filter gain was
proposed. This idea was recently used in [17] to investigate the distributed filtering problem for
sensor networks.
Though the stochastic sampling problem has been extensively studied, there still remain many
challenging issues that need to be further investigated. For example, in [14,15,17], the input-
delay system approach was used to handle the stochastic sampling problem, and only two
sampling periods were considered. It is seen that when more sampling periods are involved,
many stochastic variables and time-varying delays would be introduced; hence, analysis of such
a system becomes very difficult due to the complicated relations of the stochastic variables and
the existence of multiple time-varying delays. So the first problem is how to use a more simple
method to study the stochastic sampling problem, especially for the distributed filtering problem.
The second challenging problem is how to design a set of distributed filters by taking the
stochastic sampling, signal quantization and missing measurement issues simultaneously as the
signal quantization and the missing measurement phenomena are always inevitable in sensor
networks. Specifically, when the measurement is lost during the transmission in sensor networks,
the neighboring sensors may need to communicate the sensor such that it can trigger a new
sampling to improve the filtering performance. Hence, in sensor networks with measurement
missing phenomenon, the sampling period is generally time-varying, and the traditional
Bernoulli-type stochastic variable modeling is not working. To the best of the authors’
knowledge, the distributed filtering problem for a class of sensor networks with a general
stochastic sampling scheme, signal quantization as well as multiple missing measurements has
not been well addressed yet, which motivates the present research.
In this paper, the distributed H1 filtering problem is considered for a class of sensor networks
with stochastic sampling. The sampling periods are allowed to vary in a given set, and the
transition from one period to another is assumed to satisfy the Markovian process. In order to
consider the network-induced uncertainties, signal quantization and random missing measure-
ments are also considered. Based on the Lyapunov stability theory and some stochastic analysis,
a sufficient condition is derived such that the augmented system is stochastically stable with an
average H1 performance level. A design procedure is also provided for the optimal distributed
5000 R. Ling et al. / Journal of the Franklin Institute 351 (2014) 4998–5014

filter. An illustrative example is finally given to demonstrate the effectiveness of the proposed
results.
Notation: To facilitate the discussion, some standard definitions for the notation used
throughout the paper are given as follows. ℝn denotes the n-dimensional Euclidean space, ‖x‖ is
the Euclidean norm of a vector x, Efag denotes the mathematical expectation of a stochastic
variable a, L2 ½0; 1Þ denotes the space of square-integrable vector functions over ½0; 1Þ, the
symbol  denotes the Kronecker product, and I n denotes an identity matrix of order n,
diagi fag ¼ diagfa; a; …; a g, ei ¼ ½0; …; 0; 1; 0; …; 0 T .
|fflfflfflfflffl{zfflfflfflfflffl} |fflfflfflffl{zfflfflfflffl} |fflfflffl{zfflfflffl}
i i1 ni

2. Problem formulation

Consider a given sensor network whose topology is represented by a bipartite directed graph
G ¼ ðδ; χ; AÞ, where δ ¼ f1; 2; …; ng is the set of n sensor nodes. Set of edges χDδ  δ
represents the communication topology in the sensor network and A ¼ ½aij  is the weighted
adjacency matrix with non-negative adjacency elements aij . An edge of G is denoted by ði; jÞ.
The adjacency elements associated with the edges of the graph are aij ¼ 13ði; jÞA χ, which
means that sensor i can receive information from sensor j directly. On the contrary, aij ¼ 0 means
that node i cannot receive information directly from node j. It is undoubtedly that aii ¼ 1 for all
iA δ. The set of neighbors of node i Aδ plus the node itself is denoted by N i ¼ fj A δ : ði; jÞA χg.
The considered filtering scheme is presented in Fig. 1, where each sensor is equipped with a
measuring unit and a computing unit. In our system, plant outputs are sampled by sensors
stochastically, and then quantized before transmission. In the paper, measurement missing
problem will also be considered as this issue is inevitable in networked systems. The detailed
modeling and discussion of each part will be given in the following.
Consider the physical plant described by the following linear time-invariant model:
(
x_ ðtÞ ¼ AxðtÞ þ BwðtÞ
ð1Þ
zðtÞ ¼ LxðtÞ

where xðtÞA ℝn1 is the state variable, zðtÞA ℝn2 is the signal to be estimated, and wðtÞA ℝn3 is the
disturbance belonging to L2 ½0; 1Þ.

Fig. 1. The structure of the considered filtering system.

 R. Ling et al. / Journal of the Franklin Institute 351 (2014) 4998–5014 5001

2.1. Stochastic sampling

In the distributed filtering of sensor networks, network failures may occur due to the unreliable
wireless communications. In this scenario, to ensure synchronization of the sensor network [18],
the neighboring nodes should broadcast this information to this sensor such that it can trigger a
new sampling to improve the filtering performance. Hence, the sampling period is time-varying
and each sampling period may have correlated relations. In this paper, we formulate such a
stochastic sampling into the Markovian system framework.
The measurement output is assumed to be sampled at discrete instant t k , then the sampling
interval can be obtained as hk ¼ t kþ1  t k . It is assumed that hk ¼ mk T 0 and satisfies mk A
fi1 ; i2 ; ⋯; is g, where T 0 is called the basic sampling period, it is easy to see that hk A
fi1 T 0 ; i2 T 0 ; ⋯; is T 0 g. We now discretize system (1) with sampling period hk , and the following
discrete-time system is obtained:
(
xðt kþ1 Þ ¼ Ak xðt k Þ þ Bk wðt k Þ
ð2Þ
zðt k Þ ¼ Lxðt k Þ
Rh
where Ak ¼ eAhk , Bk ¼ B 0 k eAτ R dτ.
T
Denote A0 ¼ eAT 0 , B0 ¼ B 0 0 eAτ dτ, by substituting A0 , B0 into Ak and Bk , we obtain
mk  1 i
Ak ¼ A0 and Bk ¼ ∑i ¼ 0 A0 B0 . It is seen that the values of Ak and Bk are associated with the
mk

parameter mk , which varies within a given set. Here it is assumed that the transition from one
sampling period to another satisfies the Markov process with probabilistic transfer matrix
Π ¼ ½σ ij  defined by
σ ij ¼ Probfσðk þ 1Þ ¼ jjσðkÞ ¼ ig;
s
∑ σ ij ¼ 1; 8 i; jA Γ ð3Þ
j¼1

where σðkÞA Γ ¼ f1; 2; ⋯; sg is a Markovian switching signal. Consequently, system (2) can be
rewritten as
(
xðt kþ1 Þ ¼ AσðkÞ xðt k Þ þ BσðkÞ wðt k Þ
ð4Þ
zðt k Þ ¼ Lxðt k Þ

The measured output of each sensor is given by

yi ðt k Þ ¼ Ci xðt k Þ ði ¼ 1; 2; ⋯; nÞ ð5Þ
where yi ðt k Þ A ℝn4 , Ci is known as the constant matrix with appropriate dimensions.

2.2. Quantization

In sensor network, each node is equipped with limited bandwidth resource, which requires that
the signal must be quantized before transmission. In this paper, the logarithmic quantizer
proposed in [19] is adopted and the set of quantization levels is defined by
U j ¼ f7uðjÞ ðjÞ ðjÞ ðjÞ
i : uiþ1 ¼ ρj ui ; i ¼ 1; 2; 3⋯g [ fu0 g [ f0g

0oρj o1; uðjÞ

0 40 ð6Þ
5002 R. Ling et al. / Journal of the Franklin Institute 351 (2014) 4998–5014

It follows from [20], the corresponding quantizer Qj can be depicted by the following
piecewise function:
8
> i ðjÞ uðjÞ uðjÞ
< ρj u0 ;
> if 1þδ ov r 1 i δj ; v40
i
j

Qj ðvÞ ¼ 0; if v ¼ 0 ð7Þ
>
>
:  Q ð vÞ; if vo0
j

where δj ¼ ð1  ρj =1 þ ρj Þ is the maximum error coefficient of quantizer Qj and ρj is called the

quantization density. The quantization error is defined as
eQj ¼ Qj ðvÞ v ¼ Δj v; Δj A ½  δj ; δj  ð8Þ

Based on the above analysis, the output of each quantizer is obtained as

y~ i ðt k Þ ¼ ðI n4 þ ΔðiÞ ðt k ÞÞCi xðt k Þði ¼ 1; 2; ⋯; nÞ ð9Þ

where ΔðiÞ ðt k Þ ¼ diagfΔðiÞ ðiÞ ðiÞ ðjÞ

1 ðt k Þ; Δ2 ðt k Þ; …; Δn4 ðt k Þg with Δk A ½ δj ; δj , k ¼ 1; 2; …; n4 .

2.3. Measurement missing

In sensor networks, the random measurement missing phenomenon may occur due to
the interference of the external environment or sensor's temporal failure. Therefore the
occurrence probabilities of random measurement missing may be constant or time-varying [21].
Here a set of independent stochastic variables αi ðt k Þ; ði ¼ 1; 2; ⋯; nÞ are introduced to model this
phenomenon, where αi ðt k Þ takes value in f0; 1g. Specifically, αi ðt k Þ ¼ 1 means that the
measurement is successfully received by the sensor i at instant t k , otherwise αi ðt k Þ ¼ 0. When a
sensor does not receive the real time measurement, the measurement arrived in the last time
instant will be used to update the filter states. In this work, it is assumed that the successful
transmission rates are known, i.e., Εfαi ðt k Þ ¼ 1g ¼ αi is known.
Now, by taking the measurement missing, quantization and unknown disturbance into
account, the input of each filter can be described by
yi ðt k Þ ¼ αi ðtk ÞððI þ ΔðiÞ ðtk ÞÞCi xðt k Þ þ Di wðtk ÞÞ þ ð1 αi ðtk ÞÞyi ðtk  1 Þ; ði ¼ 1; 2; ⋯; nÞ ð10Þ

where Di is a known constant matrix with appropriate dimensions.

Motivated by [10,17], we design the following filter:
8
< x^ i ðt kþ1 Þ ¼ ∑ aij K ij x^ j ðt k Þ þ ∑ aij H ij yj ðt k Þ
j A Ni j A Ni
ð11Þ
: z^i ðt k Þ ¼ Lf x^ i ðt k Þ; ði ¼ 1; 2; ⋯; nÞ
i

where x^ i ðt k ÞA ℝn1 is the state estimate for sensor node i and z^ i ðt k ÞA ℝn2 is the estimate of zðt k Þ
from the filter on node i. K ij , H ij and Lf i are the filter parameter matrices to be designed.
Remark 1. In practical engineering, the parameters of distributed filter Lf i may be given to be L
directly. While, in this paper, Lf i is set to be unknown and will be determined later in the filter
design procedure. We will show in the simulation that the filter design is more conservative when
Lf i is chosen to be L.
 R. Ling et al. / Journal of the Franklin Institute 351 (2014) 4998–5014 5003

For notational simplicity, we define:

h iT
x^ ðt k Þ ¼ x^ 1 ðt k Þ x^ 2 ðt k Þ ⋯ x^ n ðt k Þ ; xðt k Þ ¼ ½ xT ðt k Þ xT ðt k Þ ⋯ xT ðt k Þ T ;
T T T
|fflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflffl{zfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflffl}
n
h iT
yT1 ðt k Þ yT2 ðt k Þ ⋯ yTn ðt k Þ ; AσðkÞ ¼ I n  AσðkÞ ; BσðkÞ ¼ ½ BσðkÞ BσðkÞ ⋯ BσðkÞ T ;
T T T
y^ ðt k Þ ¼
|fflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflffl{zfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflffl}
n

C^ ¼ diagfα1 Δ ðt k ÞC1 ; α2 Δ ðt k ÞC2 ; …; αn Δ ðt k ÞC n g; C ¼ diagfα1 C1 ; α2 C2 ; …; αn C n g;

ð1Þ ð2Þ ðnÞ

h iT
Ci ¼ ðei eTi Þ  Ci ; C^ i ¼ ðei eTi Þ  ðΔðiÞ ðt k ÞC i Þ; D ¼ α1 DT1 α2 DT2 ⋯ αn DTn ;
Di ¼ ei  Di ; L ¼ I n  L; L^ f ¼ diagfLf 1 ; Lf 2 ; …; Lf n g

Denote the estimation error as eðt k Þ ¼ ðzðt k Þ z^1 ðt k ÞÞT ðzðt k Þ z^2 ðt k ÞÞT ⋯ðzðt k Þ z^n ðt k ÞÞT T ,
By combining Eqs. (4), (10) and (11), the following augmented system is obtained:
8 n
> ~ σðkÞ wðt k Þ þ ∑ ðαi ðt k Þ αi ÞðG~ i x~ ðt k Þ þ E~ i wðt k ÞÞ
< x~ ðt kþ1 Þ ¼ F~ σðkÞ x~ ðt k Þ þ D
i¼1 ð12Þ
>
: eðt k Þ ¼ L~ f x~ ðt k Þ

where
2 3 2 3
AσðkÞ 0 0 BσðkÞ
 T 6 7 6 7
x~ ðt k Þ ¼ xT ðt k Þ^xT ðt k Þ^yT ðt k  1 Þ ; F~ σðkÞ ¼ 4 H C~ K HðI  ΛÞ 5; D~ σðkÞ ¼ 4 HD 5;
C~ 0 I Λ D
2 3 2 3
0 0 0 0 h i
G~ i ¼ 4 H C i 0  Hððei ei Þ  I n4 Þ 5; E~ i ¼ 4 HDi 7
6 ~ T 7 6
5; L~ f ¼ L  L^ f 0 ;
C~ i 0  ððei eT Þ  I n4 Þ i Di
C~ ¼ C þ C;
^ C~ i ¼ Ci þ C^ i ;
(
aij H ij ; i ¼ 1; 2; ⋯; n; jA N i
H ¼ ½H ij nn with H ij ¼ ;
0; i ¼ 1; 2; ⋯; n; j= 2 Ni
(
aij K ij ; i ¼ 1; 2; ⋯; n; j AN i
K ¼ ½K ij nn with K ij ¼ ;
0; i ¼ 1; 2; ⋯; n; j= 2 Ni
Λ ¼ diagfΛ1 ; Λ2 ; …; Λn g; with Λi ¼ diagn4 fαi g:
The objective of this paper is to design the distributed filter in the form of (11) such that the
augmented system (12) is stochastically stable and achieves an average H1 performance under
the stochastic sampling, quantization and measurement missing effects. The following definitions
and lemmas are introduced before further proceeding.

Definition 1. [22] When external disturbance wðt k Þ ¼ 0, 8k40, the augmented system (12) is
said to be stochastically stable if the following inequality:
 1 
E ∑ ‖~x ðt k Þ‖2 jφð0Þ o1 ð13Þ
k¼0

holds for any initial condition φð0Þ ¼ f~x ðt 0 Þ; σð0Þg.

5004 R. Ling et al. / Journal of the Franklin Institute 351 (2014) 4998–5014

Definition 2. [10] For a given scalar γ40, the augmented system (12) is said to be stochastically
stable with an average H1 performance γ, if it is stochastically stable and the following
inequality
 1  1
1
E ∑ e ðt k Þeðt k Þ r γ 2 ∑ wT ðt k Þwðt k Þ
T
ð14Þ
n k¼0 k¼0

holds for all non-zero wðt k ÞA l2 ½0; 1Þ under zero initial condition.
Lemma 1. [23] For given matrices of appropriate dimensions ∑1 , ∑2 and ∑3 with ∑1
satisfying ∑1 ¼ ∑1 T , then
∑1 þ ∑2 Δ∑3 þ ∑T3 ΔT ∑T2 o0 ð15Þ
holds for all ΔT ΔoI if and only if there exists a scalar ε40 such that
∑1 þ ε∑2 ∑T2 þ ε  1 ∑3 ∑T3 o0 ð16Þ
Lemma 2. [24] For matrices A, Q ¼ Q and P40 the following matrix inequality
T

AT PA  Qo0 ð17Þ
holds if and only if there exists a matrix T of appropriate dimensions such that
" #
Q AT T
o0 ð18Þ
n P T  T T

3. Main results

In this section, we aim to solve the distributed H1 filtering problem for sensor networks
with stochastic sampling and network-induced uncertainties. Theorem 1 guarantees that the
augmented system (12) is stochastically stable with an average H1 performance γ, and the
optimal distributed filter design method is proposed in Theorem 2.
Theorem 1. For the stochastic system (4), given the probabilistic transfer matrix Π and a scalar
γ40, the augmented system (12) is stochastically stable with an average H1 performance γ if
there exist symmetric positive matrices Pi 40 and a scalar ε40, such that the following
inequalities
2 pffiffi 3
Φ nn L~ T εNΔ
T
 Pi 0 Fi 0
6 7
6 n  γ2I ~ iT 0 7
6 D E 0 0 7
6 1 7
6 n n  Pi 0 0 0 T 7
M 7
6
6 T 7
6 n n n P^ i 0 0 M 7o0 ð19Þ
6 7
6 n n n n I 0 0 77
6
6 7
4 n n n n n  εI 0 5
n n n n n n  εI
hold for all i A Γ, where
s h i
1 1 1
Pi ¼ ∑ σ ij Pj ; P^ i ¼ diagf Pi ;  Pi ; ⋯;  Pi g; Φ ¼ θ1 G1
T T T
θ 2 G2 ⋯ θ n Gn ;
j¼1 |fflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflffl
ffl {zfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflffl
ffl }
n
 R. Ling et al. / Journal of the Franklin Institute 351 (2014) 4998–5014 5005

2 3
0 0 0
h i h i
6 HC  Hððei eTi Þ  I n4 Þ 7
E ¼ θ1 E~ 1 θ2 E~ 2 θn E~ n ; Μ ¼ 0
T T T
⋯ Η I ; Gi ¼ 4
T
i 0 5;
Ci 0 ððei eTi Þ  I n4 Þ
2 3
Ai 0 0 h i
6 7 pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
F i ¼ 4 HC K HðI ΛÞ 5; Ν ¼ CT 00 ; Δ ¼ diagfI n4  δ1 ; I n4  δ2 ; …; I n4  δn g; θi ¼ αi ð1 αi Þ;
C 0 I Λ
 
Μ ¼ Μ 1 Μ 2 ⋯ Μ n with Μ i ¼ θi ððei eTi Þ  I n4 ÞΛ  1 Μ:
Proof. We first consider the stochastic stability of the augmented system (12) with wðt k Þ ¼ 0.
To this end, we construct the following Lyapunov function:
Vðt k Þ ¼ x~ T ðt k ÞPσðkÞ x~ ðt k Þ ð20Þ
Denote σðkÞ ¼ i, σðk þ 1Þ ¼ j, then
E½ΔVðt k Þ 9 E½Vðt kþ1 Þ  Vðt k Þ ¼ Ef½~x T ðt kþ1 ÞPj x~ ðt kþ1 ÞjφðkÞ  x~ T ðt k ÞPi x~ ðt k Þg
s
¼ Ef½ ∑ σ ij x~ T ðt kþ1 ÞPj x~ ðt kþ1 Þ  x~ T ðt k ÞPi x~ ðt k Þg ð21Þ
j¼1

Let Pi ¼ ∑sj ¼ 1 σ ij Pj , Eq. (21) can be rewritten as

E½ΔVðt k Þ ¼ Ef~x T ðt kþ1 ÞPi x~ ðt kþ1 Þ  x~ T ðt k ÞPi x~ ðt k Þg ð22Þ
2 3 2 3
0 0 0 0 0 0
~ ^ ~ ^ ^ 6 ^ 7 ^ 6 H C^ 07
Since F i ¼ F i þ F; G i ¼ Gi þ Gi where F ¼ 4 H C 0 0 5; Gi ¼ 4 i 0 5; then
C^ 0 0 C^ i 0 0
n
^ j ÞT Pi ðGj þ G
E½ΔVðt k Þ ¼ x~ T ðt k Þ½ðF i þ F^ i ÞT Pi ðF i þ F^ i Þ þ ∑ θj 2 ðGj þ G ^ j Þ  Pi ~x ðt k Þ ð23Þ
j¼1

By Schur complement, E½ΔVðt k Þo0 is equivalent to

2 T 3 2 3
 Pi Fi Φ NΔ
6 1 7 6 7  
4 n  Pi 0 5 þ 4 0 5Δ  1 Δðt k Þ 0 M M
n n P^ i 0
2 3
0
6 T 7 1  
þ 4 M 5½Δ Δðt k ÞT ΔN T 0 0 o0 ð24Þ
T
M
where Δðt k Þ ¼ diagfΔð1Þ ðt k Þ; Δð2Þ ðt k Þ; …; ΔðnÞ ðt k Þg, ½Δ  1 Δðt k ÞT Δðt k ÞΔ  1 r I, then by using
Lemma 1 and Schur complement, we have
2 T 3
 Pi Fi Φ εNΔ 0
6 1 7
6 n  Pi 0 0 MT 7
6 7
6 n P^ i M 7 7o0 ð25Þ
T
6 n 0
6 7
4 n n n  εI 0 5
n n n n  εI
5006 R. Ling et al. / Journal of the Franklin Institute 351 (2014) 4998–5014

It can be seen from Eq. (19) that Eq. (25) holds, thus E½Vðt kþ1 ÞjφðkÞoVðt k Þ. It is not difficult
to find a scalar 0oμo1, such that E½Vðt kþ1 ÞjφðkÞoμVðt k Þ holds, then by deduction, we have
E½Vðt k Þjφð0Þoμk Vð0Þ, consequently,
 h
1  μhþ1
E ∑ Vðt k Þjφð0Þ r ð1 þ μ þ ⋯ þ μh ÞVðt 0 Þ ¼ Vðt 0 Þ ð26Þ
k¼0 1μ
Let h-1, the following inequality is obtained:
" #
1 1
E ∑ ‖~x ðt k Þ‖ jφð0Þ r
2
Vðt 0 Þo1 ð27Þ
tk ¼ 0 ð1 μÞλ

where λ ¼ minλmin ðPi Þ. According to Definition 1, the augmented system (12) is stochastically
iAΓ
stable.
We then consider the average H1 performance of the augmented system. Define
 1 
1
J 9E ∑ ½e ðt k Þeðt k Þ γ w ðt k Þwðt k Þ
T 2 T
ð28Þ
nk ¼0
Under the zero initial conditions, we have
 1   1
1 T
J rE ∑ e ðt k Þeðt k Þ γ 2 wT ðt k Þwðt k Þ þ ΔV ¼ ∑ ηT ðt k ÞΣ i ηðt k Þ ð29Þ
k¼0 n tk ¼ 0

where
Σ i ¼ Σ^ i þ ∑5 Δðt k ÞΔ  1 ∑4 þ ∑T4 Δðt k ÞΔ  1 ∑T5 ; ηðt k Þ
 T h i
¼ x~ T ðt k ÞwT ðt k Þ ; ∑4 ¼ 0 0 Μ Μ 0 ;
2 pffiffi 3 2 3
F i Φ nn L~
T T
 Pi 0 ΝΔ
6 7 6 0 7
6 n  γ2I D~ i
T
0 7 6 7
6 E 7 6 7
6 7
^
Σi ¼ 6 n n  P
 1
0 0 7; ∑ 5 ¼ 6 0 7
6
7:
6 i 7 6 7
6 7 4 5
4 n n n P^ i 0 5 0
n n n n I 0

Based on Lemma 1 and Schur complement, Σ i o0 is equivalent to Eq. (19). Thus Jo0 and the
augmented system (12) is stochastically stable and achieves an average H1 performance γ.

Remark 2. In Theorem 1, it is difficult to determine the filter gains due to the coupling between
filter parameters and unknown matrices. Toward this end, based on Theorem 1, we obtained the
enables actual design for the distributed H1 filter gains.

Theorem 2. For the stochastic system (4), given the probabilistic transfer matrix Π and a scalar
γ40, the augmented system (12) is stochastically stable with an average H1 performance γ if
there exist symmetric positive matrices Pi 40, any matrix
2 3
Τ i11 Τ i12 Τ i13
6 0 7
Τi ¼ 4 Τf Τf 5
Τ i31 Τ i32 Τ i33
 R. Ling et al. / Journal of the Franklin Institute 351 (2014) 4998–5014 5007

of appropriate dimensions with diagonal matrix Τ f , and a scalar ε40, such that the following
inequalities
2 n pffiffi
3
6  Pi Ψi ∑ ej  Ψ ij n Ζ εNΔ
T n
0 0 7
6 j¼1 7
6 7
6 n 7
6 n  γ 2
I Ω ∑ e T
 Ω 0 0 0 7
6 i j ij 7
6 j¼1 7
6 7
6 n n P  Τ  Τ T
0 0 0 Ξ 7
6 i i i i 7o0 ð30Þ
6 n 7
6 n n n ~
Pi 0 0 ∑ ej  Ξ ij 7
6 7
6 j¼1 7
6 7
6 n n n n  I 0 0 7
6 7
6 n n n n n  εI 7
4 0 5
n n n n n n  εI
2 3
Pi11 Pi12 Pi13
6 Pi23 7
Pi ¼ 4 n Pi22 540 ð31Þ
n n Pi33

hold for all iA Γ. Moreover, the filter gain is determined as follows:

(
Η ¼ Τ f T Η F ; Κ ¼ Τ f T Κ F
ð32Þ
Lf ¼  LF T

where
2 3
C j Η TF þ C~ j T i31 Cj Η TF þ C~ j T i32
T T T T T
Cj Τ i33
6 7
Ψ ij ¼ θj 6
4 0 0 0 7;
5
ððej ej Þ  I n4 ÞðΗ TF þ T i31 Þ
T
ððej ej Þ  I n4 ÞðΗ TF þ Τ i32 Þ
T
 ððej ej Þ  I n4 ÞΤ i33
T

h
T T T T T
Ψ i ¼ Ai T Τ i11 þ CT Η TF þ C Τ i31 Ai Τ i12 þ C Η TF þ C Τ i32 Ai Τ i13
i
T
þC Τ i33 Κ TF Κ TF 0ðI  ΛÞΗ TF þ ðI  ΛÞΤ i31 ðI  ΛÞΗ TF þ ðI  ΛÞΤ i32 ðI  ΛÞΤ i33 ;
h i
T T T T T T
Ωi ¼ ΒTi Τ i11 þ DT Η TF þ D Τ i31 Βi Τ i12 þ D Η TF þ D Τ i32 Βi Τ i13 þ D Τ i33 ;
h T T T T T
i
Ωij ¼ θj Dj Η TF þ Dj Τ i31 Dj Η TF þ Dj Τ i32 Dj Τ i33 ;

h iT
Ξ i ¼ Τ i31 þ Η TF Τ i32 þ Η TF Τ i33 ;
h iT
Ξ ij ¼ ððeTj ej Þ  I n4 ÞΛ  1 Ξ i ; P~ i ¼ diagn fPi  Τ i  Τ i T g; Ζ ¼ L LF T 0 :
5008 R. Ling et al. / Journal of the Franklin Institute 351 (2014) 4998–5014

Proof. Define

2 3
Τ i11 Τ i12 Τ i13
6 Τ Τf 0 7 T
Τi ¼ 4 f 5; Η F ¼ Τ Tf Η; Κ F ¼ Τ f T Κ; LF ¼  Lf
Τ i31 Τ i32 Τ i33

By Lemma 2 and Schur complement, it follows from Eq. (30) that Eq. (33) holds.
2 n pffiffi 3
n ~T
6 Pi 0 Ψi ∑ eTj  Ψ ij n L εNΔ 0 7
6 j¼1 7
6 7
6 n 7
6 n γ 2 I Ωi ∑ eTj  Ωj 0 0 0 7
6 7
6 j¼1 7
6 1 7
6 n n Τ i T Pi Τi 0 0 0 Ξ^ i 7
6 7o0 ð33Þ
6 n 7
6 n n n P0i ∑ ej  T7
Ξ ij 7
6 0 0
6 j¼1 7
6 7
6 n n n n I 0 0 7
6 7
6 7
4 n n n n n εI 0 5
n n n n n n  εI
1
where P0i ¼ diagn f  Τ Ti Pi Τ i g. Pre- and post-multiplying Eq. (33) by matrix
8 9
>
< >
=
T T
diag I; I; Τ i ; ⋯; Τi ; I; I; I
>
: |fflfflfflfflfflfflfflfflffl{zfflfflfflfflfflfflfflfflffl} >
;
nþ1

and its transpose respectively, it is easy to have Eq. (19), this ends the proof.
Remark 3. The optimal H1 filter can be obtained by solving the following optimization
problem:
min γ 2
s:t:ð30Þ and ð31Þ: ð34Þ
If there exists a solution
pffiffiffiffiffiffiffiffiffiffi to the above optimization problem (34), the minimum average H1
performance γ n ¼ γ 2 min , and the filter gains are given by Eq. (32).

4. Numerical example

In this section, a simulation example is presented to illustrate the effectiveness of the

theoretical results. As shown in Fig. 2, the spring–mass system is studied as the plant in Fig. 1
and a sensor network with three nodes is deployed to monitor the spring–mass system. In this
system, the networked issues, such as stochastic sampling, random measurement missing and

Fig. 2. The spring–mass system.

 R. Ling et al. / Journal of the Franklin Institute 351 (2014) 4998–5014 5009

signal quantization, are considered. In this example, the stochastic sampling is adopted to reduce
the communications of sensor network such that the network can work for a long time.
The spring–mass system can be described by a state space model in the form of Eq. (1) with
corresponding parameter matrices as follows:
2 3 2 3
0 0 1 0 0 0
h iT 6 0 1 7 60 07
6 0 0 7 6 7
xðtÞ ¼ xT1 ðtÞ xT2 ðtÞ x_ 1 ðtÞ x_ 2 ðtÞ ; A ¼ 6
T T
7; B ¼ 6 7;
4 2 1  0:5 0 5 41 05
2 2 0 1 2 0
 
  1 0 0 0 0 0:1
L¼ 1 0 0 0 ; Ci ¼ ; Di ¼ ; i ¼ 1; 2; 3:
0 1 0 0 0 0:1
where the measurable states x1 ðtÞ and x2 ðtÞ are the displacement of mass 1 and 2 respectively.
Suppose the basic sampling period T 0 ¼ 0:1s, the sampling periods vary in Γ ¼ fT 0 ; 2T 0 ; 3T 0 g,
the transition probability matrix
2 3
0:5 0:3 0:2
6 7
Π ¼ 4 0:6 0:2 0:2 5
0:7 0:2 0:1

and the weighted adjacency matrix

2 3
1 0 1
6 7
A ¼ 4 1 1 0 5:
0 1 1

The quantization densities of three sensors are ρ1 ¼ 0:9, ρ2 ¼ 0:8, ρ3 ¼ 0:7, and the
measurement missing rates are 10%, 20%, 30% respectively, i.e., α1 ¼ 0:9, α2 ¼ 0:8, α3 ¼ 0:7.
Based on the derivation process in Section 2, a Markovian system in the form of Eq. (4) is gained
to describe the stochastic sampling system with the following parameters:
2 3 2 3
0:9902 0:0049 0:0972 0:0002 0:0049 0
6 0:0096 0:9903 0:0003 0:0948 7 6 0:0097 0 7
6 7 6 7
A1 ¼ 6 7; B1 ¼ 6 7;
4  0:1941 0:0969 0:9416 0:0047 5 4 0:0975 0 5
0:1891  01894 00095 0:8955 0:1900 0
2 3
2 3
0:9617 0:0191 0:1878 0:0012 0:0193 0
6 0:0370 0:0025 0:1789 7 6 0:0373 0 7
6 0:9629 7 6 7
A2 ¼ 6 7; B2 ¼ 6 7;
4  0:3732 0:1853 0:8678 0:0179 5 4 0:1903 0 5
0:3528  0:3553 0:0357 0:7840 0:3602 0
2 3 2 3
0:9162 0:0416 0:2703 0:0040 0:0428 0
6 0:0792 7 6 07
6 0:9202 0:0079 0:2515 7 6 0:0811 7
A3 ¼ 6 7; B3 ¼ 6 7:
4  0:5328 0:2624 0:7810 0:0376 5 4 0:2783 05
0:4872  0:4951 0:0753 0:6686 0:5110 0
5010 R. Ling et al. / Journal of the Franklin Institute 351 (2014) 4998–5014

By solving the optimization problem (32), the optimal average H1 performance is obtained as
γ n ¼ 0:4127. The corresponding filter parameter matrices are given as follows:
2 3 2 3
 0:2422  0:3042 0:3866  0:3576 0:5583  0:2441
6  0:3913  0:4446 7 6  0:3865  0:3098 7
6 7 6 0:2155 0:5599 7
Η 11 ¼ 6 7; Κ 11 ¼ 6 7;
4  0:5110  0:1599 5 4  0:4686 0:1358 0:4321  0:1919 5
 0:8763  0:0371  0:4681 0:0838 0:3506  0:1175
2 3 2 3
 0:0194  0:1838 0:3570  0:1364  0:3867 0:2549
6 0:0472  0:3186 7 6 0:2285  0:1129  0:5192 0:4584 7
6 7 6 7
Η 13 ¼ 6 7; Κ 13 ¼ 6 7;
4 0:1175  0:2440 5 4 0:0228  0:5561 0:5130 0:2449 5
0:1685  0:3646 0:3058  0:9403  0:2511 1:0429
2 3 2 3
 0:1009  0:3366 0:8002  0:5489  0:0862 0:1364
6 0:0161  0:6081 7 6 0:5518  0:3209  0:3881 0:3203 7
6 7 6 7
Η 21 ¼ 6 7; Κ 21 ¼ 6 7;
4 0:0301  0:4102 5 4 1:2015  1:0761 1:0123  0:4243 5
 0:1149  0:4139 1:9314  1:5243 0:2098 0:1362
2 3 2 3
 0:0978  0:2095  0:0094 0:0061 0:2477  0:1183
6  0:0657  0:3611 7 6  0:5145 0:2852  0:1466 7
6 7 6 0:3980 7
Η 22 ¼ 6 7; Κ 22 ¼ 6 7;
4  0:0733  0:2046 5 4  1:5066 0:5923  0:1029 0:5127 5
 0:1329  0:2375  2:0528 0:7124  0:1813 0:8611

Fig. 3. The Markov chain σðkÞ.

 R. Ling et al. / Journal of the Franklin Institute 351 (2014) 4998–5014 5011

Fig. 4. The state trajectories of z and z^1 , z^2 , z^3 .

0.3
Filtering error of filter1
Filtering error of filter2
0.2 Filtering error of filter3

0.1
Filtering errors

-0.1

-0.2

-0.3

-0.4
0 10 20 30 40 50 60
Time(tk)

Fig. 5. The state trajectories of filtering error e1 , e2 , e3 .

5012 R. Ling et al. / Journal of the Franklin Institute 351 (2014) 4998–5014

2 3 2 3
 0:1380  0:2747 0:5913  0:2069  0:0895 0:1114
6  0:1230  0:4576 7 6  0:1691  0:0722 0:2260 7
6 7 6 0:2843 7
Η 32 ¼ 6 7; Κ 32 ¼ 6 7;
4  0:1042  0:2904 5 4  0:8457 0:3607 0:1158 0:3098 5
 0:1772  0:4038  1:9806 0:7854  0:0524 0:8173
2 3 2 3
 0:1181  0:1475 0:0978  0:1771 0:2373  0:0738
6  0:1324 7 6  0:0229 7
6  0:2433 7 6  0:0771 0:0083 0:0638 7
Η 33 ¼ 6 7; Κ 33 ¼ 6 7;
4  0:0352  0:1619 5 4 0:3391  0:6046 0:7634  0:1865 5
 0:0601  0:1880 1:9643  1:6006 0:0645 0:1939

 
Lf 1 ¼ Lf 2 ¼ Lf 3 ¼  1:0000 0:0000 0:0000 0:0000 and Η 12 , K12 , Η 23 , K23 , Η 31 , K31 are
all zero matrices with appropriate dimensions. It is also worth pointing out, when Lfi is chosen as
L, the optimal average H1 performance would degraded from 0.4127 to 3.0711.
In order to evaluate the performance of the filtering network, we assume that the disturbances
w1 and w2 are randomly varying for k A ½0; 20 and zero elsewhere. According to the given
probability transfer matrix, the Markov chain is generated and shown in Fig. 3. The state
trajectories of z and its estimates z^1 , z^2 , z^3 are shown in Fig. 4. The trajectories of filtering errors
are given in Fig. 5. Through the comparison among three filters on hundreds sets of repetitive
tests, it is shown that filter 2 is provided with the least average error and filter 3 yields the largest
one. The H1 performances of one-hundred random samples are illustrated in Fig. 6 and indicate
that the proposed design method achieves the prescribed performance.

0.5
Actual performance
0.45 γ*

0.4

0.35

0.3
Performance

0.25

0.2

0.15

0.1

0.05

0
0 10 20 30 40 50 60 70 80 90 100
Sample(k)

Fig. 6. The performance of random samples.

 R. Ling et al. / Journal of the Franklin Institute 351 (2014) 4998–5014 5013

5. Conclusions

In this paper, the distributed H1 filtering problem for a class of sensor networks has been
studied. Issues such as stochastic sampling, signal quantization and random measurement
missing are considered in a unified work. A sufficient condition has been presented such that the
augmented system is stochastically stable with an average H1 performance γ. The optimal filter
design method has also been provided. A numerical example has been given to show the
effectiveness of the proposed method. It is worth pointing out that the transition probability of
the sampling periods may be partially unknown, the H1 filtering problem for a class of sensor
networks with stochastic sampling, but with partially unknown transition probability of the
sampling periods will be an interesting work to be further considered.

Acknowledgements

This work is supported by National Natural Science Foundation (NNSF) of China under Grant
61273117 and under Grant 61403341; the Natural Science Foundation of Zhejiang Province
(LQ14F030002); the Fok Ying-Tong Education Foundation for Young Teachers in the Higher
Education Institutions of China (Grant No.141064); the Zhejiang Qianjiang Talent project
(QJD1302012).

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