Improved event-based particle filtering in resource-constrained remote state estimation (2209.14081v1)

Abstract: Event-based sampling has been proposed as a general technique for lowering the average communication rate in remote state estimation, which can be important in scenarios with constraints on resources such as network bandwidth or sensor energy. Recently, the interest of applying particle filters to event-based state estimation has seen an upswing, partly to tackle nonlinear and non-Gaussian problems, but also since event-based sampling does not allow an analytic solution for linear--Gaussian systems. Thus far, very little has been mentioned regarding the practical issues that arise when applying particle filtering to event-based state estimation. In this paper, we provide such a discussion by (i) demonstrating that there exists a high risk of sample degeneracy at new events, for which the auxiliary particle filter provides an intuitive solution, (ii) introducing a new alternative to the local predictor approach based on precomputing state estimates which is better suited to solve the issue of observer-to-sensor communication for closed-loop triggering in difficult systems, and (iii) exploring the difficulties surrounding the increased computational load when implementing the particle filter under event-based sampling.