Abstract
Keywords
1. Introduction
This paper presents an approach to distributed state estimation-based control of nonlinear MIMO systems, capable of incorporating delayed measurements in the estimation algorithm while also being robust to packet losses. First, the paper examines the problem of distributed nonlinear filtering over a communication/sensors network, and the use of the estimated state vector in a control loop. As a possible filtering approach, the extended information filter is proposed (Rigatos, 2011a). However, the extended information filter introduces numerical errors due to the approximative linearization of the system's nonlinear model performed by the local extended Kalman filters. To overcome the aforementioned weaknesses of the extended information filter, a derivative-free approach to extended information filtering has been proposed (Rigatos et al., 2009b), (Rigatos, 2010a), (Rigatos, 2011b). Distributed filtering is now based on a derivative-free implementation of Kalman filtering which is shown to be applicable to MIMO nonlinear dynamical systems (Rigatos, 2012a), (Rigatos, 2012b)], (Rigatos, 2011c), (Rigatos, 2011d). In the proposed derivative-free Kalman filtering method, the system is first subject to a linearization transformation that is based on the differential flatness theory (Rigatos, 2011e), (Villagra et al., 2007), (Fliess & Mounier, 1999), (Sira-Ramirez & Agrawal, 2004). Next state estimation is performed by applying the standard Kalman filter recursion to the linearized model. Unlike EIF, the proposed method provides estimates of the state vector of the nonlinear system without the need for derivatives and Jacobian calculation. By avoiding linearization approximations, the proposed filtering method improves the accuracy of estimation of the system state variables, and results in smooth control signal variations and in minimization of the tracking error of the associated control loop. This paper extends the results of (Rigatos, 2012a), (Rigatos, 2010a), (Rigatos, 2011d), (Rigatos, 2011e) towards a networked control scheme that is subject to random delays and measurement packets drops.
This paper proposes a method for the compensation of random delays and packet drops which may appear during the transmission of measurements and of state vector estimates, and which can cause the deterioration of the performance of the distributed filtering-based control scheme (Xia et al., 2009), (Schenato, 2007), (Schenato, 2008). Two cases are distinguished: (i) there are time delays and packet drops in the transmission of information between the distributed local filters and the master filter, (ii) there are time delays and packet drops in the transmission of information from distributed sensors to each one of the local filters. In the first case, the structure and calculations of the master filter for estimating the aggregate state vector remain unchanged. In the second case, the effect of the random delays and packets drops has to be taken into account in the redesign of the local Kalman filters, which implies a modified Riccati equation for the computation of the covariance matrix of the state vector estimation error, as well as the use of a correction (smoothing) term in the update of the state vector's estimate so as to compensate for delayed measurements arriving at the local Kalman filters. Finally, this paper shows that the aggregate state vector produced by a derivative-free extended information filter, suitably modified to compensate for communication delays and packet drops, can be used for sensorless control and for robotic visual servoing (see Fig. 3).
The structure of this paper is as follows: in Section 2 Kalman filtering for nonlinear dynamical systems is analysed in the form of the extended Kalman filter. In Section 3 the concept of differential flatness for nonlinear dynamical systems is explained. In Section 4 derivative-free nonlinear Kalman filtering for MIMO dynamical systems is analysed, in accordance to the previously presented principles of differential flatness theory. In Section 5 a derivative-free implementation of the extended information filter is introduced. In Section 6, distributed nonlinear filtering is proposed capable of compensating for the case of delays and losses in the transmission of sensor data to the controller. In Section 7 an application of the proposed distributed filtering method is presented in the case of robotic virtual servoing. Finally, in Section 8 concluding remarks are stated.
2. Extended Kalman filtering for nonlinear dynamical systems
In the discrete-time case, a dynamical system is assumed to be expressed in the form of a discrete-time state model (Rigatos 2009a), (Rigatos, 2011a), (Rigatos & Tzafestas, 2007a):
It is assumed that the process noise w(k) and the measurement noise v(k) are uncorrelated. Now the problem of interest is to estimate the state x(k) based on the sequence of output measurements z(1),z(2),…,z(k). For the linear model of Eq. (1), the standard Kalman filter equations are
State estimation can be also performed for nonlinear dynamical systems using the extended Kalman filter recursion. The following nonlinear state model is considered (Rigatos, 2011a), (Rigatos & Tzafestas, 2007a):
where x ∊ Rmx1 is the system's state vector and z ∊ Rpx1 is the system's output, while w(k) and v(k) are uncorrelated, zero-mean, Gaussian noise processes with covariance matrices Q(k) and R(k) respectively. Taking the Taylor series expansion of φ and γ, and computing the associated Jacobian matrices Jφ and Jγ one obtains the linearized ^ version^ of ^ the system:
3. Differential flatness for nonlinear dynamical systems
3.1 Definition of differentially flat systems
A system is said to be differentially flat if there is a collection of
3.2 Conditions for applying the differential flatness theory
The generic class of nonlinear systems ẋ = f(x,u) is considered. Such a system can be transformed to the form of an affine in the input system by adding an integrator to each input (Bououden et al., 2011)
If the system of Eq. (7) can be linearized by a diffeomorphismz = φ(x) and a static state feedback u = α(x) + β(x) v into the following form
with ∊mj=1 vj = n, then yj = z1,j for 1 ≤ j ≤ m are the 0-flat outputs which can be written as functions of only the elements of the state vector x. To define conditions for transforming the system of Eq. (7) into the canonical form described in Eq. (8), the following theorem holds (Bououden et al., 2011)
Theorem: For the nonlinear systems described by Eq. (7), the following variables are defined: (i)G0 = span [g1,…,gm], (ii) G1 = span [g1,….gm, adf g1,…,adf gm],… (k)Gk = span {adjf gi for 0 ≤ j ≤ k,1 ≤ i ≤ m}. Then, the linearization problem for the system of Eq. (7) can be solved if and only if: (1) the dimension of Gi, i = 1,…,k is constant for x ε X Rn and for 1 ≤ i ≤ n – 1, (2) the dimension of Gn-1 is of ordern, (3) the distribution Gk is involutive for each 1 ≤ k ≤ n – 2.
3.3 Transformation of MIMO nonlinear systems into the Brunovsky form
It is assumed now that after defining the flat outputs of the initial MIMO nonlinear system, and after expressing the system state variables and control inputs as functions of the flat output and of the associated derivatives, the system can be transformed in the Brunovsky canonical form (Marino, 1990), (Marino & Tomei, 1992):
wherex = [x1,…,xn]T is the state vector of the transformed system (according to the differential flatness formulation), u = [u1,…,up]T is the set of control inputs, y = [y1,…,yp]T is the output vector, fi are the drift functions and gi,j, i,j = 1,2,…, p are smooth functions corresponding to the control input gains, while dj is a variable associated to external disturbances. It holds that r1 + r2 +… + rp = n. Having written the initial nonlinear system into the canonical (Brunovsky) form it holds
Next, the following vectors and matrices can be defined f(x) = [f1 (x),…,fn (x)]T, g(x)=[g1 (x) … gp (x)] with
Thus, Eq. (10) can be written in state-space form (Rigatos & Tzafestas, 2006)
where the control input is written as v = f (x) + g(x)u.
4. Derivative-free Kalman filtering for MIMO nonlinear systems
The proposed method for derivative-free Kalman filtering for MIMO nonlinear systems will be analysed through an application example. A 2-DOF rigid link robotic manipulator is considered. The dynamic model of the robot is given by
where
and defining the following state variables
It holds that
Thus, knowing that x = h(y,ẏ) one finally obtains
Therefore, the above robotic system is a differentially flat one. Next, considering also the effects of additiv disturbances, the dynamic model becomes
Moreover, the following control input is defined
where [uc1 uc2]T is a supervisory control term that is used for the compensation of the model's uncertainties, as well as of the external disturbances, and KT = [k1 i,k2 i,…,kin=1,kin] are the rows of the error feedback gain matrix (Rigatos and Tzafestas, 2006), (Rigatos and Tzafestas, 2007b). Finally, the differentially flat robotic model is written in the Brunovsky (canonical) form. Considering the state vector x ∊ R4×1, with the previously defined state variables defined as xi, i = 1 … 4, the following matrices are defined
Using the matrices of Eq. (20), the MIMO robot model dynamics is written in a controller and observer canonical form, ẋ = Ax + Bv and y = Cx, where the new input v is given by
The robotic model of the form of Eq. (12) can be written in discrete-time form after applying common discretization methods, and next state estimation can be performed using the standard Kalman filter recursion, as described in Eq. (2) and Eq. (3).
5. Distributed state estimation using the extended information filter
5.1 Fusing estimations from local distributed filters
Again, the discrete-time nonlinear system of Eq. (4) is considered. The EIF performs fusion of the local state vector estimates which are provided by the local extended Kalman filters, using the
The outputs of the local filters are treated as measurements which are fed into the aggregation fusion filter (see Fig. 1) (Lee, 2008). Then each local filter is expressed by its respective error covariance and estimate in terms of information contributions, and is described by

Fusion of the distributed state estimates with the use of the extended information filter
The global estimate and the associated error covariance for the aggregate fusion filter can be rewritten in terms of the computed estimates and covariances from the local filters using the relations
For the general case of N local filters i = 1,…,N, the distributed filtering architecture is described by the following equations
The global state update equation in the above distributed filter can be written in terms of the information state vector and of the information matrix, i.e.,
From Eq. (25) it can be seen that if a local filter (processing station) fails, then the local covariance matrices and the local state estimates provided by the rest of the filters will enable an accurate computation of the target's state vector.
5.2 Derivative-free extended information filtering
As mentioned above, for the system of Eq. (20), state estimation is possible by applying the standard Kalman filter. The system is first turned into discrete-time form using common discretization methods and then the recursion of the linear Kalman filter described in Eq. (2) and Eq. (3) is applied.
If the derivative-free Kalman filter is used in place of the extended Kalman filter then in the EIF equations the following matrix substitutions should be performed: Jφ (k) → Ad,Jγ (k) → Cd, where matrices Ad and Cd are the discrete-time equivalents of matrices A and C which have been defined in Eq. (20) and which appear also in the measurement and time update of the standard Kalman filter recursion. Matrices Ad and Cd can be computed using established discretization methods. Moreover, the covariance matrices P(k) and P− (k) are the ones obtained from the linear Kalman filter update equations given in section 2.
6. Distributed nonlinear filtering under random delays and packet drops
6.1 Networked Kalman filtering for an autonomous system
The structure of networked Kalman filtering is shown in Fig. 2.

Distributed filtering over sensors network with communication delays and packet drops
The problem of distributed filtering becomes more complicated if random delays and packet drops affect the transmission of information between the sensors and local processing units (filters), or between the local filters and the master filter where the fused state estimate is computed. First, results on the stability of the networked linear Kalman filter will be presented (Xia et al., 2009). The general state-space form of a linear autonomous time-variant dynamical system is given by
where x(k) ∊ Rmx1 is the system's state vector, A ∊ Rnxn is the system's state transition matrix, and w(k, k – 1)is the white process noise between time instants k and k – 1. The sensor measurements are received starting at time instant k ≥ 1 and are described by the measurement equation
where C ∊ Rpxm,z(k) ∊ Rpx1 and v(k) is the white measurement noise. Measurements z(k) are assumed to be transmitted over a communication channel. To denote the arrival or loss of a measurement to the local Kalman filter, through the communication network, one can use variable γk ∊ {0,1}, where 1 stands for successful delivery of the packet, while 0 stands for loss of the packet. Thus, in the case of packet losses, the discrete time Kalman filter recursion that was described in section 2 (measurement update) is modified as
where γk ∊ {0,1}. This modification implies that the value of the estimated state vector
6.2 Smoothing estimation in the case of delayed measurements
An issue which is associated to the implementation of such networked control systems is how to compensate for random delays and packet losses so as to enhance the accuracy of estimation and consequently to improve the stability of the control loop. The idea of incorporating delayed measurements within a Kalman filter framework is a possible solution for the compensation of network-induced delays and packet losses, and is also known as an update with out-of-sequence measurements (Bar-Shalom, 2007). The solution proposed in (Bar-Shalom, 2007) is optimal under the assumption that the delayed measurement is processed within the last sampling interval (one-step-lag problem). There have also been some attempts to extend these results to nonlinear state estimation (Golapalakhrishnan et al., 2011), (Jia et al, 2008). More recently there has been research effort in the redesign of distributed Kalman filtering algorithms for linear systems so as to eliminate the effects of delays in measurement transmissions and packet drops, while also alleviating the one-step-lag assumption (Xia et al., 2009).
The smoothing approach that will be presented in the following is according to the results given in (Xia et al., 2009). The smoothing approach considers that for a linear time-invariant non-autonomous system
it holds
Denoting
one has
Setting
one has that x(k) can be written in a compact form as
Using that matrix Φ (k,k – N) is invertible, one has
The following notation is used
while for the retrodiction of w1 (k,k – N), it holds
Then, to smooth the state estimation at time instant k – N, using the measurement of output zi k – N) received at time instant k, one has the state equation
while the associated measurement equation becomes
Substituting the above equation for x(k – N) into the equation for z(k – N) provides
and the associated estimated-output at time instant k – N is
From Eq. (42) the innovation for the delayed measurement can be obtained
i.e.
where
Therefore, again the basic problem for the implementation of the smoothing relation provided by Eq. (45) is the calculation of the term w
The estimation of the term w
where x˜(k – n) = z(k – n) – z˜(k – n) is the innovation for time-instant k – n, while
with Q(k – n,k – n – 1) and R (k – n) denoting the process and measurement noise covariance matrices at k – n. Then, the smoothing filter for the processing of the delayed measurements at the
With matrix Mi to be given by (Xia et al., 2009)
and matrices Wi and Pix˜w˜ to be defined as
and
while matrix Di (n) is defined as
The covariance matrix of the estimated noise term wαi (k – N,k) is calculated as
where
After smoothing, the covariance matrix of the modified state estimation error becomes
6.3 Derivative-free EIF under delayed measurements
The description of the nonlinear robotic model in the canonical form of Eq. (12) with matrices A, B and C to be given in Eq. (20) enables the application of the previous analysis for the compensation of time-delays and packet drops through smoothing in the computation of the linear Kalman filter. The fact that matrices A, B and C described in Eq. (20) are time invariant, facilitates the computation of the smoothing Kalman Filter according to Eq. (49) and Eq. (50). Using the time invariant matrices defined in Eq. (20) and applying common discretization methods, one gets the discrete-time equivalents of matrices A,B and C which are defined as Ad,Bd and Cd, respectively. It is noted that due to the specific form of matrix B, the term Bu(k – 1) appearing in Eq. (30) is a variable of small magnitude with mean value close to zero. Thus the term w1 k k,k – 1) = Bu(k – 1) + w(k,k – 1) differs little from w(k,k – 1).
6.4 Distributed filtering-based fusion of the robot's state estimates
Fusion of the local state estimates which are provided by filters running on the vision nodes can improve the accuracy and robustness of the performed state estimation, thus also improving the performance of the robot's control loop (Sun & Deng, 2005), (Sun et al., 2011). Under the assumption of Gaussian noise, a possible approach for fusing the state estimates from the distributed local filters is the derivative-free extended information filter (DEIF). As explained in Section 4, the DEIF provides an aggregate state estimate by weighting the state vectors produced by local Kalman filters with the inverse of the associated estimation error covariance matrices.
Visual servoing over the previously described camera network is considered for the nonlinear dynamic model of a single-link robotic manipulator. The robot can be programmed to execute a manufacturing task, such as painting or welding (Tzafestas et al., 1997). The position of the robot's end-effector in the Cartesian space (and consequently the angle for the robotic link) is measured by the aforementioned m distributed cameras. The proposed multi-camera based robotic control loop can be also useful in other vision-based industrial robotic applications where the vision is occluded or heavily disturbed by noise sources, e.g., cutting. In such applications there is need to fuse measurements from multiple cameras so as to obtain redundancy in the visual information and to permit the robot to complete safely and within the specified accuracy constraints its assigned tasks (Moon et al., 2006), (Yoshimoto et al., 2010). The considered 2-DOF robotic model consists of two rigid links which are rotated by DC motors, as shown in Fig. 3.

Visual servoing based on fusion of state estimates provided by local derivative-free nonlinear Kalman filters
7. Simulation tests
The performance of the proposed derivative-free nonlinear Kalman filter was tested in state estimation-based control for a 2-DOF rigid-link robotic manipulator (Fig. 3). The considered visual servoing control can find applications in several robotic tasks requiring dexterous manipulations (e.g., packing, welding, cutting, etc.) (Schuurman & Capson, 2004). The differentially flat model of the robot has been analysed in Section 4. It was assumed that only measurements of the angle of the robot's joints could be obtained through the vision system. In the simulation tests presented in Fig. 4 and Fig. 5, the setpoints for the state variables are marked as red lines, the estimated state variables were denoted as green lines whereas the real state variables were denoted as blue lines.
The delayed measurements were processed by the Kalman filter recursion according to the stages explained in subsection 6.2. The smoothing of the delayed measurements that was performed by the Kalman filter was based on Eq. (45), i.e., ^*

(a) Estimation and control of the motion of the robotic manipulator under transmission delays, when tracking a sinusoidal trajectory (b) control torques on the robot's joints.

(a) Estimation and control of the motion of the robotic manipulator under transmission delays, when tracking a seesaw trajectory (b) control torques on the robot's joints.
Additionally, some performance measures were used to evaluate the distributed filtering-based control scheme. Tables I shows the variation of the RMSE for state variables
Moreover, the traces of the covariance error matrices Pi, i = 1,2 and of the smoothed covariance error matrices Pi *,i = 1,2 appearing both at the local filters, as well as the trace of the covariance error matrix P at the master (aggregation) filter, for various delay levels, are shown in Table 2.
RMSE for robot state variables under measurement delays
Traces of the covariance error matrices for various delay levels
It can be noticed that despite the rise of the delay levels in the transmission of measurements from the sensors (cameras) to the local information processing nodes (local derivative-free Kalman filters), only slight variations of the tracking errors for state variables xi, i = 1,…,4 were observed. Similarly, the changes of the traces of the estimation error covariance matrices, both at the local filters and at the master filter, were small.
8. Conclusions
Distributed state-estimation under communication delays and packet drops was examined. First, the results on networked Kalman filtering were outlined. These results were generalized in the case of the derivative-free extended information filter. Distributed filtering has been based on a derivative-free implementation of Kalman filtering which was shown to be applicable to MIMO nonlinear dynamical systems. In the considered derivative-free extended information filtering, the system was first subject to a linearization transformation that made use of the differential flatness theory.
Next, the problem of communication delays and packet drops in the distributed filtering-based control scheme were examined. This has the following forms: (i) there are time delays and packet drops in the transmission of information between the distributed local filters and the master filter, (ii) there are time delays and packet drops in the transmission of information from distributed sensors to each one of the local filters. In the first case, the structure and calculations of the master filter for estimating the aggregate state vector remain unchanged. In the second case, the effect of the random delays and packets drops has to be taken into account in the redesign of the local Kalman filters, which implies (i) a modified Riccati equation for the computation of the covariance matrix of the state vector estimation error, (ii) the use of a correction term in the update of the state vector's estimate so as to compensate for delayed measurements arriving at the local Kalman filters. In the simulation experiments it was shown that the aggregate state vector produced by the derivative-free extended information filter can be used for sensorless control and robotic visual servoing based on the processing of measurements which are provided by a multi-camera system.
