Remote State Estimation with Data-Driven Communication and Guaranteed Stability

Ahstract- This paper deals with the problem of remote state estimation with limited communication resources. We propose an online data-driven communication scheme based on cumulative innovation and derive the corresponding minimum mean square error (MMSE) estimator. The communication scheme allows to achieve a trade-off between communication costs and estimation performance. The remote estimator can improve the estimation performance based on the fact that no transmission of data indicates a small cumulative innovation. Further, it is proved that the estimator has guaranteed stability-the expected norm of the mean square error (MSE) matrix is bounded and an upper bound is given. We also derive the conditional probability of a future transmission. A simulation example is provided to illustrate the effectiveness of the proposed method.