Optimal Filters with Multiple Packet Losses and its Application in Wireless Sensor Networks

Abstract: This paper is concerned with the filtering problem for both discrete-time stochastic linear (DTSL) systems and discrete-time stochastic nonlinear (DTSN) systems. In DTSL systems, an linear optimal filter with multiple packet losses is designed based on the orthogonal principle analysis approach over unreliable wireless sensor networks (WSNs), and the experience result verifies feasibility and effectiveness of the proposed linear filter; in DTSN systems, an extended minimum variance filter with multiple packet losses is derived, and the filter is extended to the nonlinear case by the first order Taylor series approximation, which is successfully applied to unreliable WSNs. An application example is given and the corresponding simulation results show that, compared with extended Kalman filter (EKF), the proposed extended minimum variance filter is feasible and effective in WSNs.