on network topology reconfiguration for remote state...

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3842 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 61, NO. 12, DECEMBER 2016 On Network Topology Reconfiguration for Remote State Estimation Alex S. Leong, Member, IEEE, Daniel E. Quevedo, Senior Member, IEEE, Anders Ahlén, Senior Member, IEEE, and Karl H. Johansson, Fellow, IEEE Abstract—In this paper, we investigate network topology recon- figuration in wireless sensor networks for remote state estimation, where sensor observations are transmitted, possibly via interme- diate sensors, to a central gateway/estimator. The time-varying wireless network environment is modelled by the notion of a network state process, which is a randomly time-varying semi– Markov chain and determines the packet reception probabilities of links at different times. For each network state, different network configurations can be used, which govern the network topology and routing of packets. The problem addressed is to determine the optimal network configuration to use in each network state, in order to minimize an expected error covariance measure. Com- putation of the expected error covariance cost function has a complexity of O(2 MΔmax ), where M is the number of sensors and Δ max is the maximum time between transitions of the semi– Markov chain. A sub-optimal method which minimizes the upper bound of the expected error covariance, that can be computed with a reduced complexity of O(2 M ), is proposed, which in many cases gives identical results to the optimal method. Conditions for estimator stability under both the optimal and suboptimal reconfiguration methods are derived using stochastic Lyapunov functions. Numerical results and comparisons with other low complexity approaches demonstrate the performance benefits of our approach. Index Terms—Fading channels, Kalman filtering, network topology reconfiguration, packet drops, sensor networks. I. I NTRODUCTION W IRELESS sensor networks consist of a number of small and inexpensive sensors which can communicate with each other over wireless links. In conjunction with advances in microelectronic technology in recent years, sensor networks have found many applications, e.g., in environmental and in- frastructure monitoring, healthcare, military surveillance, and industrial monitoring and control. A major challenge in the Manuscript received March 12, 2015; revised August 23, 2015; accepted January 23, 2016. Date of publication February 11, 2016; date of current version December 2, 2016. A preliminary version of parts of this work was presented at the IFAC World Congress, Cape Town, South Africa, Aug. 2014 [1]. This work was supported by the Australian Research Council under grant DE120102012. Recommended by Associate Editor W. X. Zheng. A. S. Leong and D. E. Quevedo are with the Department of Electri- cal Engineering (EIM-E), Paderborn University, 33098 Paderborn, Germany (e-mail: [email protected]; [email protected]). A. Ahlén is with Signals and Systems, Uppsala University, 751 21 Uppsala, Sweden (e-mail: [email protected]). K. H. Johansson is with ACCESS Linnaeus Centre, School of Electrical En- gineering, Royal Institute of Technology, 100 44 Stockholm, Sweden (e-mail: [email protected]). Color versions of one or more of the figures in this paper are available online at http://ieeexplore.ieee.org. Digital Object Identifier 10.1109/TAC.2016.2527788 deployment of wireless sensor networks is overcoming the time-varying nature of the wireless environment, due to the severe energy, computation and communication constraints on the sensors. The problem of estimation using wireless sensor networks has been an active research area, due to the unreliable nature of wireless links and the associated stability and performance issues. Kalman filtering for a single sensor over a packet dropping link was considered in [2], which showed the exis- tence of a critical threshold on the packet arrival probability needed for estimator stability. Extensions of this work include further characterizations of the critical threshold [3], [4], mul- tiple sensors [5]–[7], probabilistic notions of performance [8], Markovian [9], [10] and semi-Markovian [11] packet drops, and consideration of delays [12], to name a few. Estimation in sensor networks using a variety of different architectures has also been considered. The architecture in [13] consists of one sensor making measurements, which is then transmitted over a lossy network with arbitrary topology. The article [14] looks at decentralized Kalman filtering with packet drops and/or delays. The works in [15], [16] consider one-hop transmission (or a star topology) over packet dropping links, with [15] investigating various different fusion rules, and [16] studying the effect of power control on stability. Sensor network architectures with relays are studied in [17], [18], adopting network coding [19] as a way to improve performance. Kalman filtering over networks with tree structures include [20]–[22], with [20] studying a stochastic sensor scheduling problem, and [21] studying routing algorithms and topology reconfiguration but no packet drops. In [22] the individual links in the tree can be packet dropping, and the notion of a network state process is introduced, which models random time variations in the wireless environment, for example due to moving machines and robots in a factory. In [22] the network topology, i.e., which sensors communi- cate to each other and how packets are routed through the net- work, is assumed to be fixed even over different network states. Our work differs from [22] in that we consider the problem of determining the optimal network topology configuration to use in each network state. In [21], reconfiguration from a given topology to a topology with more direct sensor transmissions to the fusion center is studied for networks with no packet drops. In our work, the communication links in the network are packet dropping, and we optimize between a number of pre-computed topologies in our reconfiguration. We further assume that net- work topology reconfigurations do not occur instantly, but may 0018-9286 © 2016 IEEE. Personal use is permitted, but republication/redistribution requires IEEE permission. See http://www.ieee.org/publications_standards/publications/rights/index.html for more information.

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Page 1: On Network Topology Reconfiguration for Remote State Estimationcontrolsystems.upb.de/fileadmin/Files_Gruppe/pdfs/artikel/leoque16.pdf · 3842 IEEE TRANSACTIONSON AUTOMATICCONTROL,

3842 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 61, NO. 12, DECEMBER 2016

On Network Topology Reconfigurationfor Remote State Estimation

Alex S. Leong, Member, IEEE, Daniel E. Quevedo, Senior Member, IEEE,Anders Ahlén, Senior Member, IEEE, and Karl H. Johansson, Fellow, IEEE

Abstract—In this paper, we investigate network topology recon-figuration in wireless sensor networks for remote state estimation,where sensor observations are transmitted, possibly via interme-diate sensors, to a central gateway/estimator. The time-varyingwireless network environment is modelled by the notion of anetwork state process, which is a randomly time-varying semi–Markov chain and determines the packet reception probabilities oflinks at different times. For each network state, different networkconfigurations can be used, which govern the network topologyand routing of packets. The problem addressed is to determinethe optimal network configuration to use in each network state, inorder to minimize an expected error covariance measure. Com-putation of the expected error covariance cost function has acomplexity of O(2MΔmax), where M is the number of sensorsand Δmax is the maximum time between transitions of the semi–Markov chain. A sub-optimal method which minimizes the upperbound of the expected error covariance, that can be computedwith a reduced complexity of O(2M ), is proposed, which in manycases gives identical results to the optimal method. Conditionsfor estimator stability under both the optimal and suboptimalreconfiguration methods are derived using stochastic Lyapunovfunctions. Numerical results and comparisons with other lowcomplexity approaches demonstrate the performance benefits ofour approach.

Index Terms—Fading channels, Kalman filtering, networktopology reconfiguration, packet drops, sensor networks.

I. INTRODUCTION

W IRELESS sensor networks consist of a number of smalland inexpensive sensors which can communicate with

each other over wireless links. In conjunction with advancesin microelectronic technology in recent years, sensor networkshave found many applications, e.g., in environmental and in-frastructure monitoring, healthcare, military surveillance, andindustrial monitoring and control. A major challenge in the

Manuscript received March 12, 2015; revised August 23, 2015; acceptedJanuary 23, 2016. Date of publication February 11, 2016; date of currentversion December 2, 2016. A preliminary version of parts of this work waspresented at the IFAC World Congress, Cape Town, South Africa, Aug. 2014[1]. This work was supported by the Australian Research Council under grantDE120102012. Recommended by Associate Editor W. X. Zheng.

A. S. Leong and D. E. Quevedo are with the Department of Electri-cal Engineering (EIM-E), Paderborn University, 33098 Paderborn, Germany(e-mail: [email protected]; [email protected]).

A. Ahlén is with Signals and Systems, Uppsala University, 751 21 Uppsala,Sweden (e-mail: [email protected]).

K. H. Johansson is with ACCESS Linnaeus Centre, School of Electrical En-gineering, Royal Institute of Technology, 100 44 Stockholm, Sweden (e-mail:[email protected]).

Color versions of one or more of the figures in this paper are available onlineat http://ieeexplore.ieee.org.

Digital Object Identifier 10.1109/TAC.2016.2527788

deployment of wireless sensor networks is overcoming thetime-varying nature of the wireless environment, due to thesevere energy, computation and communication constraints onthe sensors.

The problem of estimation using wireless sensor networkshas been an active research area, due to the unreliable natureof wireless links and the associated stability and performanceissues. Kalman filtering for a single sensor over a packetdropping link was considered in [2], which showed the exis-tence of a critical threshold on the packet arrival probabilityneeded for estimator stability. Extensions of this work includefurther characterizations of the critical threshold [3], [4], mul-tiple sensors [5]–[7], probabilistic notions of performance [8],Markovian [9], [10] and semi-Markovian [11] packet drops, andconsideration of delays [12], to name a few.

Estimation in sensor networks using a variety of differentarchitectures has also been considered. The architecture in [13]consists of one sensor making measurements, which is thentransmitted over a lossy network with arbitrary topology. Thearticle [14] looks at decentralized Kalman filtering with packetdrops and/or delays. The works in [15], [16] consider one-hoptransmission (or a star topology) over packet dropping links,with [15] investigating various different fusion rules, and [16]studying the effect of power control on stability. Sensor networkarchitectures with relays are studied in [17], [18], adoptingnetwork coding [19] as a way to improve performance. Kalmanfiltering over networks with tree structures include [20]–[22],with [20] studying a stochastic sensor scheduling problem, and[21] studying routing algorithms and topology reconfigurationbut no packet drops. In [22] the individual links in the treecan be packet dropping, and the notion of a network stateprocess is introduced, which models random time variations inthe wireless environment, for example due to moving machinesand robots in a factory.

In [22] the network topology, i.e., which sensors communi-cate to each other and how packets are routed through the net-work, is assumed to be fixed even over different network states.Our work differs from [22] in that we consider the problemof determining the optimal network topology configuration touse in each network state. In [21], reconfiguration from a giventopology to a topology with more direct sensor transmissions tothe fusion center is studied for networks with no packet drops.In our work, the communication links in the network are packetdropping, and we optimize between a number of pre-computedtopologies in our reconfiguration. We further assume that net-work topology reconfigurations do not occur instantly, but may

0018-9286 © 2016 IEEE. Personal use is permitted, but republication/redistribution requires IEEE permission.See http://www.ieee.org/publications_standards/publications/rights/index.html for more information.

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LEONG et al.: ON NETWORK TOPOLOGY RECONFIGURATION FOR REMOTE STATE ESTIMATION 3843

incur a cost, in that changing from one configuration to another,unwanted links will need to be removed before new links canbe established [23] (see also [24], [25] for examples of differentcost functions). This leads to a transient time where some linksmay not be available, and poor transitory performance. Theaim is to optimize an expected error covariance measure overthe possible network configurations, taking into account thistransient state when switching between different configurations.Computation of the expected error covariance cost functionused in this paper has a complexity of O(2MΔmax), where M isthe number of sensors and Δmax is the maximum time betweentransitions of the semi-Markov chain modelling the networkstate process. We also consider a suboptimal approach whichoptimizes an upper bound to the expected error covariance, witha reduced complexity of O(2M ), which while still exponentialin the number of sensors, could be useful in industrial settingswhere networks often have a hierarchical structure and aredivided into smaller sub-networks.

The paper is organized as follows. The system model isdescribed in Section II. The optimal network reconfigurationproblem is studied in Section III, with stochastic stabilityanalysis of the scheme given in Section III-D. A suboptimalmethod for network reconfiguration is proposed in Section IV.Some lower complexity schemes are described in Section V. Anillustrative example is given in Section VI. Numerical resultsand comparisons with the lower complexity approaches ofSection V are presented in Section VII. Section VIII drawsconclusions.

Notation: We define col(X1, . . . , Xn) � [XT1 . . . XT

n ]T

tobe the matrix formed by stacking the matrices X1, . . . , Xn

on top of each other, and diag(X1, . . . , Xn) to be the blockdiagonal matrix with X1, . . . , Xn being the diagonal blocks.

II. SYSTEM MODEL

The process is a discrete time linear system of the form

x(k + 1) = Ax(k) + w(k), k ∈ N0 � {0, 1, 2, . . .}

with A possibly unstable, where x(k) ∈ Rn, and w(k) is

Gaussian with zero mean and covariance matrix Q. The processis observed by M sensors, with measurements

ym(k) = Cmx(k) + vm(k), m ∈ {1, . . . ,M}

where ym(k) ∈ Rlm and vm(k) is Gaussian with zero mean and

covariance matrix Rm. We assume that {w} and {vm},m =1, . . . ,M are i.i.d. over time (i.e., are discrete time whitenoise processes [26]) and mutually independent. We make theassumption that (A,C) is detectable and (A,Q1/2) is stabi-lizable, where C � col(C1, . . . , CM ). However, the individual(A,Cm) pairs are not required to be detectable.

A. Sensor Network Model

We consider the situation where some sensors and a gate-way/fusion center are connected to form a sensor network,which in general is assumed to have a mesh structure. Sensormeasurements are to be transmitted, possibly via intermediate

Fig. 1. Sensor network with nine nodes. The set of active links represented byarrows forms a tree, while the dotted lines represent inactive links.

nodes, to the gateway, which runs a Kalman filter. The pathsused by the sensors in transmitting to the gateway are usuallycomputed using routing algorithms. We assume that the linkswhich are utilized in the set of routes from the sensors to thegateway, which we denote as the set of active links, has a treestructure (i.e., has no cycles or parallel paths) with the gatewayas the root node. This reduces redundancy in transmissions andenergy usage, and avoids sensors having to listen to multipletransmissions. For example, a tree structure will be obtainedwhen using shortest path [27] or minimum energy [21] typerouting algorithms.

The set of active links can be described using a directedgraph with nodes/vertices {S0, S1, . . . , SM}, where the rootnode S0 denotes the gateway, and Sm,m = 1, . . . ,M denotethe sensors. See Fig. 1 for an example with nine nodes (eightsensors and a gateway). Each sensor aggregates its ownmeasurement to the received packets from incoming nodes andtransmits the resulting packet to a single destination node. Weassume that transmissions can occur over a much faster timescale than the process, thus delays experienced in travellingthrough the network will be ignored.1 We call the node thatsensor Sm transmits to the parent of Sm, denoted by Par(Sm).The outgoing link/edge from each of the nodes will be denotedas Em = (Sm, Par(Sm)),m = 1, . . . ,M . For a given tree,there is a unique path from each node Sm to the gatewayS0, denoted by Path(Sm), with Edges(Path(Sm)) being thecorresponding edges.

B. Wireless Channel Model

We model changes in the characteristics of the wireless envi-ronment by the notion of a randomly time-varying network stateprocess Ξ(k) ∈ B � {1, 2, . . . , |B|}. As motivation, considerFig. 2, which plots some fading channel measurements acquiredat a rolling mill at Sandvik in Sweden [29]. We see infrequentbut substantial variations in the measured channel gains, due tomobile machinery and cranes in the ceiling blocking the lineof sight between certain sensors, or changing the propagationpattern. Different network states can be used to represent thedifferent positions (or similar groups of positions) that the

1For instance, in the industrial wireless sensor network standard Wire-lessHART [28], transmissions between nodes typically take around 10 ms,whereas in many estimation and control applications the process time constantmight be 1 sec or more.

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3844 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 61, NO. 12, DECEMBER 2016

Fig. 2. Channel measurements taken at a rolling mill.

Fig. 3. Discrete time semi-Markov process.

machines are in.2 We will assume that the network state process{Ξ} is a discrete time semi-Markov process [30], [31], to modelsituations where network state transitions occur randomly, butnot necessarily at every discrete time instant k, see Fig. 3.The transition instants between network states are denoted byK � {kl}, with k0 = 0, and k0 < k1 < k2 · · · all integers. Theholding times, or the amounts of time spent in a network statebetween transitions, are defined as Δl � kl+1 − kl. We willalso refer to the period between successive network state tran-sitions as a holding period. We assume that the holding timesare bounded, thus Δl ≤ Δmax, ∀ l. Let D � {1, 2, . . . ,Δmax}.We have

P{Ξ(kl+1)=j,Δl=δ|Ξ(k0), . . . ,Ξ(kl−1),Ξ(kl)= i, k0, . . . , kl}= P{Ξ(kl+1)=j|Ξ(kl)= i}P{Δl=δ|Ξ(kl)= i}= qijψi(δ), ∀ (kl, δ, i, j) ∈ K× D× B× B

where, in the second line, we have made use of the fact thatthe Markov property holds at the transition instants (since theprocess is semi-Markov [30], [31]), with

qij � P {Ξ(kl+1) = j|Ξ(kl) = i} (1)

being the transition probabilities of the embedded Markovchain, and the fact that the conditional probabilities of theholding time

ψi(δ) � P {Δl = δ|Ξ(kl) = i} (2)

2In practice, network states Ξ(k) can be estimated by either directly observ-ing the positions of the machinery on the factory floor, or by using techniquesto estimate variations in the radio environment [29].

depends only on the current state of the embedded Markovchain.

The network configuration π(k) at time k fixes the trans-mission schedule that determines which nodes each sensor willreceive from and forward to. The set of all possible networkconfigurations is denoted by Π = {1, 2, . . . , |Π|}, and the set ofpossible configurations when in network state j by Πj ⊆ Π. Weassume that the set of all possible network configurations hasbeen precomputed and is known at the gateway. For instance,in each network state, one can compute a small number ofreasonable configurations, using a few routing algorithms thatoptimize different objectives [32], which could also take intoaccount possible link failures during operation. The set of allconfigurations in the different network states would then formour precomputed set of possible network configurations.

Define the random variables γm(k),m = 1, . . . ,M by

γm(k) =

⎧⎪⎨⎪⎩1, if transmission via link Em at time k is

successful

0, otherwise

and the corresponding link success probabilities by

φm|(j,p) � P {γm(k) = 1|Ξ(k) = j, π(k) = p} , p ∈ Πj .

We will assume that, conditioned on a network state, thedropouts {γm} are i.i.d. Bernoulli processes, with {γm} in-dependent of {γn} for m �= n. Note that the packet receptionprobabilities can differ in different network states. Situationswith i.i.d. and Markovian packet drops can also be regarded asspecial cases of this model, see [22] for details.

C. Kalman Filter at Gateway

Define the random variables θm(k),m = 1, . . . ,M by

θm(k) =

⎧⎪⎨⎪⎩1, if transmission via Path(Sm) at time k is

successful

0, otherwise

which determines whether the measurement of sensor m at timek is received by the gateway. Due to the fact that the set of activelinks forms a tree, we have

θm(k) =∏

Ei∈Edges(Path(Sm))

γi(k)

and, by independence,

P {θm(k)=1|Ξ(k)=j, π(k)=p}=∏

Ei∈Edges(Path(Sm))

φi|(j,p).

Let θ(k)�col(θ1(k), . . . , θM (k)), y(k)�col(θ1(k)y1(k), . . . ,θM (k)yM (k)), R�diag(R1, . . . , RM ), C(k)�col(θ1(k)C1,. . . , θM (k)CM ). The information set available at the gatewayat time k is

I(k) = {θ(0), . . . , θ(k), y(0), . . . , y(k)} .

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LEONG et al.: ON NETWORK TOPOLOGY RECONFIGURATION FOR REMOTE STATE ESTIMATION 3845

The state estimates and estimation error covariances aredefined as

x(k|k − 1) � E {x(k)|I(k − 1)}

P (k|k − 1) � E

{(x(k)− x(k|k − 1))

× (x(k)− x(k|k − 1))T∣∣∣ I(k − 1)

}.

The Kalman filtering equations can then be written as (see, e.g.,[15], [22])

x(k + 1|k) = Ax(k|k − 1) +K(k) (y(k)− C(k)x(k|k − 1))

P (k + 1|k) = AP (k|k−1)AT +Q−K(k)C(k)P (k|k−1)AT

(3)

where K(k)�AP (k|k − 1)C(k)T (C(k)P (k|k − 1)C(k)T +R)−1. In the sequel, we will also use the shorthand P (k) �P (k|k − 1).

Remark II.1: An alternative form of the Kalman filterequations, similar to, e.g., [5], can be given as follows. LetC(k)�col({C1, . . . , CM |θm(k)=1}), y(k)�col({y1(k), . . . ,yM (k)|θm(k)=1}), R(k)�diag({R1, . . . , RM |θm(k)=1}).Then we have

x(k+1|k)=Ax(k|k−1)+K(k)(y(k)−C(k)x(k|k−1)

)P (k+1|k)=AP (k|k−1)AT +Q−K(k)C(k)P (k|k−1)AT

K(k)=AP (k|k−1)C(k)T

×(C(k)P (k|k−1)C(k)T +R(k)

)−1

. (4)

III. OPTIMAL NETWORK RECONFIGURATION

As stated in Section II-A, network states model randomchanges in the characteristics of the wireless environment.Due to these changes, see, e.g., Fig. 2, the packet receptionprobabilities of existing links can change, and there could evenbe a complete loss of connectivity in some links. The purpose ofthe present work is to illustrate how to compensate for changesin the wireless environment through network reconfiguration.

A. Reconfiguration Issues

In what follows, we will use a similar cost of reconfigura-tion as in [23], where in changing from one configuration toanother, unwanted links will need to be removed before theestablishment of new links. We will refer to this as a transientstate. Thus, there is a transient time or reconfiguration timeTl ∈ N0 at the l-th state transition, where some links will notbe available, resulting in poor transitory performance of theKalman filter (see Section VI for a specific example). Therefore,there is potentially a tradeoff between choosing a configurationthat gives good performance (after it is fully reconfigured) butrequires many link changes, versus a configuration that hasfewer link changes but poorer performance.

The reconfiguration time Tl is dependent on the underlyingcommunication technology. For instance, in IEEE 802.11 thetime needed to reroute a wireless network could be on the orderof seconds, or even tens of seconds [33]. On the other hand,in WirelessHART which maintains multiple routes that canbe switched at different time instances [34], it might be moreappropriate to take Tl = 0. In this paper, Tl is taken to be ran-dom,3 with a probability distribution that could depend on thecurrent network state Ξ(kl), the previous network configurationπ(kl−1), and the new network configuration chosen π(kl). Wewill assume that the reconfiguration times are bounded, i.e.,Tl ≤ Tmax, ∀ l.

B. Optimization Problem

At each transition instant kl ∈ K, we seek to find a networkconfiguration

π(kl) � π (P (kl),Ξ(kl), π(kl−1))

which is to be held until the next transition instant kl+1 ∈ K,and which minimizes an expected estimation error covarianceperformance measure over this holding period. The gatewaydecides on the new configuration based on knowledge of thecurrent error covariance P (kl), the current network state Ξ(kl),and the old network configuration π(kl−1), which is thencommunicated back to the sensors. For ease of exposition, weintroduce the aggregated process

U(kl) � (P (kl),Ξ(kl), π(kl−1)) , kl ∈ K. (5)

In terms of U(kl), the new configuration π∗(kl) ∈ Πj whenΞ(kl) = j is found via the optimization

π∗(kl) = argminπ(kl)∈Πj

V (U(kl), π(kl)) (6)

where the cost function

V (U(kl), π(kl)) � E

{Δl∑d=1

trP (kl + d)

∣∣∣∣∣U(kl), π(kl)}

(7)

with Δl being random. The quantity V(U(kl), π(kl)) amountsto the sum of the trace of expected error covariances over therandom holding time Δl, when the configuration π(kl) is used.Similar cost functions have been considered in, e.g., [35], [36]in optimizing Kalman filter performance over a finite horizon.

3Suppose the new configuration is to be communicated from the gatewayback to the sensors (either using a broadcast or transmitted via intermediatenodes). Then, due to random packet losses, information about this new config-uration may not get through reliably to all nodes at the same time but will needto be retransmitted, resulting in a random Tl.

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3846 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 61, NO. 12, DECEMBER 2016

In computations, it is useful to further rewrite (7) as

V (U(kl), π(kl))

=

Δmax∑δ=1

[Tmax∑t=0

E

{δ∑

d=1

trP (kl + d)

∣∣∣∣∣U(kl), π(kl), Tl = t

}

×P {Tl = t|Ξ(kl) = j, π(kl−1), π(kl)}]

× P {Δl = δ|Ξ(kl) = j} . (8)

In (8), the expectations in the terms

E {P (kl + d)|U(kl), π(kl), Tl = t} (9)

are taken over the packet loss processes [which affect theKalman filter recursions (3)], while the summations over δ andt average over the random holding times and random reconfigu-ration times respectively. Following the model of Section II-A,the network state Ξ(kl) determines the distribution of theholding times [see (2)], and thereby the upper limit of thesum over d in (8); differences between the decision variableπ(kl) and the previous configuration π(kl−1) determine whichlinks would be moved to a transient state. In particular, (9) iscomputed based on whether the network is still in the transientmode (if d ≤ Tl) or has been fully reconfigured (if d > Tl),with the expectation taken over the discrete random variables{θ(kl), . . . , θ(kl + d− 1)}.

C. Computational Aspects

In principle, problem (6) can be solved by checking the val-ues of V(U(kl), π(kl)) for each of the different configurationsπ(kl) ∈ Πj . However, computation of the expectations in (9)involves considering the values of P (kl + d) for all possiblecombinations of {θ(kl), . . . , θ(kl + d− 1)}, with the numberof possibilities being O(2Md) in general. In particular, comput-ingE{P (kl +Δmax) | U(kl), π(kl), Tl}will have a complexityof O(2MΔmax). Thus, for large holding times, which occuroften in industrial settings, calculating the cost function (7) iscomputationally intensive. Section IV proposes a suboptimalmethod, which minimizes an alternative cost function that canbe computed with complexity O(2M ).

D. Stochastic Stability Analysis

In this subsection, we will present a criterion for estimatorstability with network configurations chosen by solving theoptimal reconfiguration problem (6), by extending the methodsdeveloped in [22]. It is worth noting that establishing stability isnon-trivial, even for simple scheduling problems, see, e.g., [37].

Definition 1: The Kalman filter is said to be uniformlybounded if there exists a finite constant B > 0 such thatE{trP (k)} ≤ B, ∀ k ∈ N.

First, we have the following:Lemma III.1: The process {Z}K defined by

Z(kl) � (P (kl−1 + 1), . . . , P (kl),Ξ(kl), π(kl−1)) , kl ∈ K

is Markovian.

Proof: Note that {Ξ}K is Markovian and π(kl) dependsonly on (P (kl), Ξ(kl), π(kl − 1)). We also have

P {C(kl)|P (kl), . . . , P (kl−1 + 1), P (kl−1), . . . ,

Ξ(kl),Ξ(kl−1), . . . , π(kl−1), π(kl−2), . . .}

= P {C(kl)|P (kl), . . . , P (kl−1 + 1),Ξ(kl), π(kl−1)} .

The result then follows from (3). �Next, define the observability matrices O(k, k) = C(k),

O(k + n, k) =

⎡⎢⎢⎢⎣

C(k)C(k + 1)A

...C(k + n)An

⎤⎥⎥⎥⎦ , n ∈ N. (10)

Consider the processes {�d}K, d = 1, . . . ,Δl, given by

�d(kl) =

{1, if O(kl + d− 1, kl) is full rank

0, otherwise.

Taking into account the network state, network configurations,and reconfiguration times, define

μd(j, p, p−)

� P{�d(kl)=0|Ξ(kl)=j, π(kl)=p, π(kl−1)=p−

}=

Tmax∑t=0

P{�d(kl)=0|Ξ(kl)=j, π(kl)=p, π(kl−1)=p−, Tl= t

}× P

{Tl= t|Ξ(kl)=j, π(kl)=p, π(kl−1)=p−

}. (11)

Then we have:Theorem III.2: Suppose there exists a policy π�(kl) �

π�(Ξ(kl), π�(kl−1)), dependent only on the current network

state Ξ(kl) = j and existing configuration π�(kl−1) = p−,such that

Δmax∑δ=1

μδ

(j, π�(j, p−), p−

)‖A‖2δψj(δ)<1, ∀ j ∈ B, ∀ p−∈Π

(12)

where ‖A‖ denotes the spectral norm of A and ψj(δ) is asdefined in (2). Then, under the optimal network reconfigurationmethod (6), the Kalman filter is uniformly bounded.

Proof: See Appendix A. �Theorem III.2 establishes a sufficient condition on estimator

stability, see Section VI for an example of how this conditioncan be verified numerically. Intuitively, condition (12) averagesout non-full rank observation outcomes over the random hold-ing times Δl = δ.

Remark III.3: In the case of a single network state withi.i.d. packet drops, we have δ = 1, and ψj(δ) = 1, ∀ j. Thenμδ(j, p, p

−) reduces to the probability that C(k) is not full rank,and (12) becomes

P {C(k) is not full rank} ‖A‖2 < 1

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LEONG et al.: ON NETWORK TOPOLOGY RECONFIGURATION FOR REMOTE STATE ESTIMATION 3847

which is similar to the stability condition of [16]. Furtherreducing to a single sensor with C1 full rank, the probability ofC(k) not being full rank is the probability of dropping a packet,so (12) becomes

P {γ1(k) = 0} ‖A‖2 < 1

which resembles the stability conditions of, for example,[2], [38].

Remark III.4: Theorem III.2 differs from [22, Theorem 2]in that the probabilities μd(j, p, p

−) also depends on the net-work configurations π(kl−1) and π(kl), a concept which wasnot considered in [22]. In addition, μd(j, p, p

−) is defined to bea probability conditional on Ξ(kl) rather than Ξ(kl−1), whichis perhaps more natural since our chosen configurations dependon Ξ(kl) rather than Ξ(kl−1).

E. Multiple Holding Periods

In Section III-B network reconfigurations are carried out byconsidering the sum of expected error covariances over onenetwork state holding period (involving several time steps k).By looking further ahead over multiple holding periods, one canpossibly achieve better performance. For the case of averagingover N holding periods, the new configuration π(kl) ∈ Πj

when Ξ(kl) = j is found via the following optimization:

argminπ(kl)∈Πj

⎡⎣E

{Δl∑

d0=1

trP (kl + d0)

∣∣∣∣∣U(kl), π(kl)}

+ minπ(kl+1)

E

⎧⎨⎩E

⎧⎨⎩Δl+1∑d1=1

trP (kl+1 + d1)

∣∣∣∣∣∣U(kl+1),

π(kl+1)

⎫⎬⎭∣∣∣∣∣∣U(kl), π(kl)

⎫⎬⎭+ · · ·

+ minπ(kl+N−1)

E

⎧⎨⎩E

⎧⎨⎩Δl+N−1∑dN−1=1

trP (kl+N−1+dN−1)

∣∣∣∣∣∣U(kl+N−1),

π(kl+N−1)

⎫⎬⎭∣∣∣∣∣∣U(kl), π(kl)

⎫⎬⎭⎤⎦ .

(13)

We observe that in solving the multiple holding period optimalreconfiguration problem (13), we actually also obtain reconfigu-ration policies for π(kl+1), . . . , π(kl+N−1). However, here wewill adopt a moving horizon approach similar to [35], so thatthe optimal π∗(kl+1) will be obtained by solving problem (13)at the next transition instant kl+1 ∈ K, the optimal π∗(kl+2) isobtained by solving problem (13) at the transition instant kl+2,and so on. We note that optimization over N holding periodswill require the computation of cost functions with an increasedcomplexity of O(2MΔmaxN ).

IV. SUBOPTIMAL NETWORK RECONFIGURATION

To address the computational issues outlined in Section III-C,in this section we study a suboptimal scheme which minimizesupper bounds to the expected error covariances, where these up-per bounds can be computed recursively with lower complexitythan the expected error covariance (7).

A. Optimization Problem

We adopt a suboptimal approach wherein, using U(kl)defined as in (5), the new configuration π∗(kl) ∈ Πj isobtained via

π∗(kl) = argminπ(kl)∈Πj

W (U(kl), π(kl)) (14)

where

W(U(kl), π(kl))�Δmax∑δ=1

δ∑d=1

tr Y(kl + d)P{Δl=δ|Ξ(kl)=j}.

(15)

The sequence {Y (kl + 1), Y (kl + 2), . . . , Y (kl +Δmax)} isgiven by the following recursion:

Y (k + 1) = AY (k)AT +Q

− E

{AY (k)C(k)T

(C(k)Y (k)C(k)T +R

)−1

×C(k)Y (k)AT∣∣∣U(kl), π(kl)}

= AY (k)AT +Q

−Tmax∑t=0

E

{AY (k)C(k)T

(C(k)Y (k)C(k)T +R

)−1

×C(k)Y (k)AT∣∣∣U(kl), π(kl), Tl = t

}× P {Tl = t|Ξ(kl) = j, π(kl), π(kl−1)} (16)

with initial condition Y (kl) = P (kl). The expectations

E

{AY(k)C(k)T

(C(k)Y (k)C(k)T+R

)−1C(k)Y (k)AT

∣∣∣U(kl),π(kl), Tl = t

}, k ∈ {kl, . . . , kl +Δmax − 1}

in (16) are computed with respect to the random packet lossprocesses, taking into account whether the network is still inthe transient mode (k − kl ≤ Tl) or has been fully reconfigured(k − kl > Tl), similar to the computation of (9). We have thefollowing result:

Lemma IV.1: The sequence Y (k) is an upper bound toE{P (k)|U(kl), π(kl)} for k ≥ kl.

Proof: Define

gk(X)=AXAT +Q− E

{AXC(k)T

(C(k)XC(k)T +R

)−1

× C(k)XAT∣∣∣U(kl), π(kl)} .

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3848 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 61, NO. 12, DECEMBER 2016

Lemma IV.1 is proved by using the fact that gk(.) is concavein X , and induction. The concavity of gk(.) is shown by usingsimilar techniques as in [2], [5], [39]. The details are omitted forbrevity. �

Thus, when the suboptimal method minimizes (15), what isminimized is not the expected error covariance performancemeasure (7), but by Lemma IV.1, an upper bound to (7).

B. Computational Aspects

Upper bounding sequences of the form (16) are much easierto compute than the expected error covariance when the hold-ing times are large, since one now needs to consider O(2M )combinations of packet drops at each stage in (16), rather thanO(2MΔmax) when computing the expected error covariance.4

Furthermore, the bounds often seem to be quite tight, see, e.g.,[18].5 In Section VII we will see that in numerical simulationsthe configurations obtained using the suboptimal method are inmany cases identical to the configurations obtained using theoptimal method.

C. Stochastic Stability Analysis

We now give a stability condition for the suboptimal networkreconfiguration method. First, we have

Lemma IV.2: The process {Z}K defined by

Z(kl) � (Y (kl−1 + 1), . . . , Y (kl),Ξ(kl), π(kl−1)) , kl ∈ K

is Markovian.Proof: The proof follows from the fact that 1) {Y }N is

Markovian since Y (k + 1) depends only on Y (k), 2) {Ξ}K isMarkovian, and 3) π(kl) depends only on (Y (kl),Ξ(kl),π(kl − 1)). �

Now consider a process {s(k)} defined by

s(k) =

{1, if C(k) is full rank

0, otherwise.

For d = 1, . . . ,Δl, let

νd(j, p, p−)

� P{s(kl+d−1)=0

∣∣Ξ(kl)=j, π(kl)=p, π(kl−1)=p−}

=

Tmax∑t=0

P{s(kl+d−1)=0|Ξ(kl)=j, π(kl)=p, π(kl−1)=p−,

Tl= t}P{Tl= t|Ξ(kl)=j, π(kl)=p, π(kl−1)=p−

}.

We have:Theorem IV.3: Suppose there exists a policy π�(kl) �

π�(Ξ(kl), π�(kl−1)), dependent only on Ξ(kl) = j and

π�(kl−1) = p−, such that

Δmax∑δ=1

νδ(j, π�(j, p−), p−

)‖A‖2δψj(δ)<1, ∀ j ∈ B, ∀ p−∈Π.

(17)

4While still exponential in the number of sensors, for industrial settings withsmall subnetworks this is quite feasible.

5Some tighter but more complicated bounds based on techniques in [40] canalso be used.

Then, under the suboptimal reconfiguration method (14), theKalman filter is uniformly bounded.

Proof: See Appendix B. �Remark IV.4: Comparing Theorems III.2 and IV.3, we see

that the condition (17) in Theorem IV.3 involves probabilitiesof the matrices C(k) not being full rank, which in general islarger than the probability of the observability matrices in (10)not being full rank. Thus, condition (17) in Theorem IV.3 ismore stringent than condition (12) of Theorem III.2.

D. Multiple Holding Periods

Similar to Section III-E, for the case of averaging overN holding periods, the new configuration π∗(kl) ∈ Πj whenΞ(kl) = j is found via the following optimization:

argminπ(kl)∈Πj

E

⎧⎨⎩

Δl∑d0=1

trY0(kl+d0)+ minπ(kl+1)

Δl+1∑d1=1

tr Y1(kl+1 + d1)

+ · · ·+ minπ(kl+N−1)

Δl+N−1∑dN−1=1

tr YN−1(kl+N−1 + dN−1)

⎫⎬⎭ .

(18)

The N sequences {Y0(kl + 1), . . . , Y0(kl +Δmax)}, . . . ,{YN−1(kl+N−1 + 1), . . . , YN−1(kl+N−1 +Δmax)} in (18) aredefined, for n = 0, . . . , N − 1, as follows:

Yn(k+1)=AYn(k)AT +Q

−Tmax∑tn=0

E

{AYn(k)C(k)T

(C(k)Yn(k)C(k)T+R

)−1

×C(k)Yn(k)AT∣∣∣U(kl+n), π(kl+n), Tl+n= tn

}× P{Tl+n= tn|Ξ(kl+n), π(kl+n), π(kl+n−1)}

(19)

for k ∈ {kl+n, . . . , kl+n +Δmax − 1}, with initial conditionYn(kl+n) = Yn−1(kl+n−1 +Δl+n−1) = Yn−1(kl+n). In (19),we have U(kl) � (P (kl),Ξ(kl), π(kl−1)), and U(kl+n) �(Yn(kl+n),Ξ(kl+n), π(kl+n−1)) for n > 0. Note that in thesuboptimal reconfiguration problem (18), the minimization overπ(kl+n) for n > 0 is computed based on U(kl+n), rather thanU(kl+n) = (P (kl+n),Ξ(kl+n), π(kl+n−1)) as in the optimalmethod (13).

When looking over N holding periods, computation of thecost functions has a complexity of O(2MN ), which could bevery intensive for large values of N . However, from numericalsimulations, it appears that in many situations even the caseN = 1 already provides most of the gains achieved by solvingthe N -period problem, see Section VII.

V. OTHER LOW COMPLEXITY

RECONFIGURATION SCHEMES

The suboptimal scheme of Section IV requires minimizinga cost function that has complexity O(2M ) to compute. In

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LEONG et al.: ON NETWORK TOPOLOGY RECONFIGURATION FOR REMOTE STATE ESTIMATION 3849

this section we briefly describe some schemes with even lowercomplexity (though poorer performance), which will be usedas a performance comparison in Section VII. A more thoroughanalysis on the scalability of these schemes, and whether theycan be modified to give better performance, will be the subjectof future work.

A. Network Reconfiguration by Maximizing Packet ReceptionProbabilities

This network reconfiguration method maximizes a measureof the probability of receiving all the sensor measurements,for a given network state.6 This maximization will depend onthe packet reception probabilities, but doesn’t use informationabout the error covariance, observation matrices, measurementnoise or dynamics of the system.

In this scheme, the new configuration π∗(kl) ∈ Πj is ob-tained by solving the problem

argmaxπ(kl)∈Πj

Δmax∑δ=1

Tmax∑t=0

δ∑d=1

E

{M∏

m=1

θm(kl + d− 1)

∣∣∣∣∣Ξ(kl) = j,

π(kl−1) = p−, π(kl) = p, Tl = t

}

× P{Tl = t|Ξ(kl) = j, π(kl−1) = p−, π(kl) = p

}× P {Δl = δ0|Ξ(kl) = j} . (20)

Note that E{θ1(k)× · · · × θM (k)} gives the probability ofreceiving all M sensor measurements at time k. Thus problem(20) maximizes an average of the probability of receiving allsensor measurements over a single holding period (of randomlength Δl). Since the active links have a tree structure, all Msensor measurements at time k will be received if transmissionalong all M links Em,m = 1, . . . ,M , are successful at time k.For the case of reconfiguration time Tl = 0, we then have

E

{M∏

m=1

θm(kl + d− 1)

∣∣∣∣∣ j, p−, p, t}

=M∏

m=1

φm|(j,p)

and in the case of Tl > 0, we have

E

{M∏

m=1

θm(kl + d− 1)

∣∣∣∣∣ j, p−, p, t}

=

⎧⎪⎪⎪⎨⎪⎪⎪⎩0, if d ≤ Tl and at least one link

needs to be changedM∏

m=1φm|(j,p), otherwise.

(21)

6Receiving all the sensor measurements has similarities with the converge-cast operation in networking, where data from multiple sources is delivered toa single destination, see, e.g., [41], [42].

In the optimization problems considered in Sections III and IV,the main computational effort is in calculating the expected er-ror covariances (or upper bounds) which form the cost function.However, when maximizing the probability of receiving allsensor measurements, we have the closed form expression (21),which means that problem (20) can be solved very efficiently.

B. Network Reconfiguration by Optimizing Steady StateValues of Upper Bounds

This scheme is a “steady state” version of the suboptimalmethod which minimizes the steady state value of the upperbounds {Y (k)}, where the steady value Ys for given U(kl) andπ(kl) satisfies

Ys = AYsAT +Q− E

{AYsC(k)T

(C(k)YsC(k)T+R

)−1

×C(k)YsAT∣∣∣U(kl), π(kl)}

and be computed by, e.g., iterating the recursion (16) untilconvergence. One can pre-compute and store these steady statevalues for different combinations of network state and networkconfiguration, so that in operation one can simply use a lookuptable to compare the cost functions for different configurations.

Since this method assumes a steady state, information aboutthe reconfiguration time and current error covariance P (kl)ends up being not utilized, however from simulations it per-forms quite well if the holding times are long, see Section VII.

C. Network Reconfiguration Using Monte Carlo Simulation ofCost Functions

In this scheme, at each transition time instant, rather thancomputing the cost function

E

{Δl∑d=1

trP (kl + d)

∣∣∣∣∣U(kl), π(kl)}

for different configurations analytically which has high com-plexity, the cost functions instead are approximated by simulat-ing many different realizations of the packet drops

γ1(kl), . . . , γ1(kl+Δl−1), . . . , γM (kl), . . . , γM (kl+Δl−1),

random holding times Δl, and random reconfiguration times Tl.For each realization, we compute

Δl∑d=1

trP (kl + d)

and then take the average over these realizations.This scheme may be attractive for larger networks in that it is

not exponential in the number of sensors M when comparedto the suboptimal method, since for additional sensors onemerely simulates additional packet drop realizations for thesenew links.

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3850 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 61, NO. 12, DECEMBER 2016

Fig. 4. Sensor network for example of Section VI.

Fig. 5. Network configurations for example of Section VI.

VI. AN ILLUSTRATIVE EXAMPLE

Here, we give an example to illustrate some of the conceptsintroduced in the paper, in particular how to verify the stabilitycondition (12) of Theorem III.2. We will consider an examplewith four sensor nodes, see Fig. 4 for a diagram of the physicallayout. The system has parameters

A =

[1.1 0.20.2 0.8

], Q =

[0.2 00 0.2

]

C1 = C2 = C3 = C4 = [1 1], R1 = R2 = 20, R3 = R4 = 0.2.The differences in the sensor measurement noise variancescorrespond to situations where either the process is locatedmuch closer to sensors 3 and 4 than to sensors 1 and 2, or ifsensors 1 and 2 are located in a more hostile radio environmentthan sensors 3 and 4 [29]. However, sensors 1 and 2 have betterconnectivity to the gateway.

The set of all network configurations is shown in Fig. 5.There are two network states, with network configurations 1and 2 possible in network state 1 (so that Π1 = {1, 2}), andnetwork configurations 1 and 3 possible when in network state 2(so that Π2 = {1, 3}). The packet reception probabilities for thelinks in each of the network configurations are

φ1|(1,1) = 0.5, φ2|(1,1) = 0.5, φ3|(1,1) = 0.1, φ4|(1,1) = 0.5

φ1|(1,2) = 0.5, φ2|(1,2) = 0.5, φ3|(1,2) = 0.8, φ4|(1,2) = 0.5

φ1|(2,1) = 0.5, φ2|(2,1) = 0.5, φ3|(2,1) = 0.5, φ4|(2,1) = 0.1

φ1|(2,3) = 0.5, φ2|(2,3) = 0.5, φ3|(2,3) = 0.5, φ4|(2,3) = 0.8.(22)

Network state 1 corresponds to the case where there is a robotblocking the line of sight between sensor nodes 1 and 3, givinga packet reception probability of 0.1 for the direct link fromsensor 3 to sensor 1 in network configuration 1, while in net-work configuration 2 sensor 3 will instead transmit to sensor 2with a higher packet reception probability of 0.8. Similarlynetwork state 2 will correspond to the case where the robot isnow blocking the line of sight between sensors 2 and 4.

Fig. 6. Transient states when reconfiguring between two networkconfigurations.

The transition probabilities for the embedded Markov chain{Ξ(kl)}, kl ∈ K are

P {Ξ(kl+1) = 1|Ξ(kl) = 1} = q11 = 0.5, q12 = 0.5

P {Ξ(kl+1) = 1|Ξ(kl) = 2} = q21 = 0.5, q22 = 0.5.

The reconfiguration times have the distribution

P {Tl = 1|Ξ(kl), π(kl), π(kl−1)} = 0.8

P {Tl = 2|Ξ(kl), π(kl), π(kl−1)} = 0.2 (23)

∀ (Ξ(kl), π(kl), π(kl−1)). The transient states in reconfiguringbetween different network configurations are shown in Fig. 6.For instance, in reconfiguring from network configuration 2to configuration 3, the active links from sensor 3 to sensor 2,and from sensor 4 to sensor 2, will first need to be removed,leading to the transient state where sensors 3 and 4 do nothave connectivity to the rest of the network for some time Tl.Similarly, reconfiguring from configuration 3 to configuration 2will also lead to the same transient state.

We now illustrate how to verify the stability condition (12).We need to compute the terms μd(j, p, p

−), which, using (11),requires us to compute the probabilities

P{�d(kl) = 0|Ξ(kl) = j, π(kl) = p, π(kl−1) = p−, Tl = t

}.

(24)

The observability matrices O(kl + d− 1, kl) are as in (10),where each C(k)=col(θ1(k)C1, . . . , θM (k)CM ), k=kl, kl +1, . . . , kl+ d−1. One can easily verify that if θm1

(k1) = 1 andθm2

(k2) = 1 for any m1, m2 ∈ {1, . . . ,M}, and any k1, k2 ∈{kl, kl + 1, . . . , kl + d− 1} with k1 �= k2, then O(kl+d−1, kl) has full rank. Thus, O(kl + d− 1, kl) is not full rankwhen either:

1) θm(k)=0, ∀m ∈ {1, . . . ,M} and ∀ k ∈ {kl, kl+1, . . . ,kl + d− 1}, or

2) there exists a k∗ ∈ {kl, kl + 1, . . . , kl + d− 1} such that∑Mm=1 θm(k∗) ≥ 1 and θm(k) = 0, ∀m ∈ {1, . . . ,M}

and k �= k∗.

First, consider the instance d = 4, Ξ(kl) = 2, π(kl−1) = 2,π(kl) = 3, Tl = 1. With these parameters, the network willbe in the transient state (2 → 3) of Fig. 6 at time kl, andbe in network configuration 3 at times kl + 1, kl + 2, kl + 3.Note that θm(k) = 0, ∀m when γ1(k) = 0 and γ2(k) = 0,both in the transient state and in network configuration 3. Forcase 1) above, note that for fixed k, the situation that

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LEONG et al.: ON NETWORK TOPOLOGY RECONFIGURATION FOR REMOTE STATE ESTIMATION 3851

θm(k)=0, ∀m occurs with probability (1− φ1|(2,3))(1−φ2|(2,3)). Thus case 1) occurs with probability[(

1− φ1|(2,3)) (

1− φ2|(2,3))]4

.

For case 2) above, consider individually the four situationswhen k∗ = kl, kl + 1, kl + 2, kl + 3. One can easily verify thateach of these four situations occurs with probability[1−

(1−φ1|(2,3)

)(1−φ2|(2,3)

)][(1−φ1|(2,3)

) (1−φ2|(2,3)

)]3and so case 2) occurs with probability

4[1−

(1−φ1|(2,3)

)(1−φ2|(2,3)

)][(1−φ1|(2,3)

)(1−φ2|(2,3)

)]3.

Hence

P {�4(kl)=0|Ξ(kl)=2, π(kl)=3, π(kl−1)=2, Tl=1}

=[(1−φ1|(2,3)

)(1−φ2|(2,3)

)]4+4

[1−

(1−φ1|(2,3)

)(1−φ2|(2,3)

)]

×[(1−φ1|(2,3)

)(1−φ2|(2,3)

)]3.

Following the same arguments, it is not difficult to showthat for other values of d, Ξ(kl) = j, π(kl−1) = p−, π(kl) = p,Tl = t, case 1) occurs with probability[(

1− φ1|(j,p))(1− φ2|(j,p)

)]d,

case 2) occurs with probability

d[1−

(1−φ1|(j,p)

)(1−φ2|(j,p)

)][(1−φ1|(j,p)

)(1−φ2|(j,p)

)]d−1,

and hence

μd(j, p, p−)=

[(1−φ1|(j,p)

) (1−φ2|(j,p)

)]d+d

[1−

(1−φ1|(j,p)

)(1−φ2|(j,p)

)][(1−φ1|(j,p)

)(1−φ2|(j,p)

)]d−1.

(25)

Let the network state holding times have the followingdistribution:

P {Δl = 1|Ξ(kl)} = 0.1, P {Δl = 2|Ξ(kl)} = 0.1

P {Δl = 3|Ξ(kl)} = 0.1,P {Δl = 4|Ξ(kl)} = 0.7, ∀Ξ(kl).(26)

Suppose we try the policy π� which uses network configuration1 at all times. Then using (25) and (26), we find that forj ∈ {1, 2}

Δmax∑δ=1

μδ

(j, π�(j, p−), p−

)‖A‖2δψj(δ)

=

Δmax∑δ=1

μδ(j, 1, 1)‖A‖2δψj(δ) = 0.4342 < 1.

Since we can find at least one policy satisfying condition (12)of Theorem III.2, the Kalman filter will be uniformly bounded.

TABLE ICOMPARISON BETWEEN OPTIMAL AND SUBOPTIMAL

RECONFIGURATION SCHEMES

VII. NUMERICAL STUDIES

A. Comparison Between Optimal and SuboptimalReconfiguration Schemes

We will use the same example as Section VI, with the holdingtime distribution (26). The maximum holding time Δmax = 4here is chosen to be small in order to allow for a comparisonbetween the optimal and suboptimal reconfiguration methodsof Sections III and IV.

We first simulated a single realization of time length 10 000.The trace of the time averaged error covariance, E[trP (k)],when performing network reconfiguration is 1.65, whereasE[trP (k)] with no reconfiguration is 2.14, which amounts toa performance gain of about 30%. The network configurationsobtained using both optimal and suboptimal methods behavedidentically: Whenever the network state was equal to 1, thenetwork changed to network configuration 2, while if thenetwork state was equal to 2, the network changed to networkconfiguration 3. However, different behaviour can be observedby modifying the packet reception probabilities. For instance,if in (22), both φ3|(1,1) and φ4|(2,1) are increased (so that theprobability of packet reception in these two links for networkconfiguration 1 is increased), then the network becomes lesslikely to reconfigure. From simulations, we found that forvalues of φ3|(1,1) and φ4|(2,1) greater than around 0.4, thenetwork is always in network configuration 1, i.e., the networknever reconfigures.

In Table I, we give the values of E[trP (k)] under the optimaland suboptimal methods, for different values of φ3|(1,1) andφ4|(2,1), with φ3|(1,1) = φ4|(2,1). Each E[trP (k)] entry is com-puted by taking the time average of Monte Carlo realizationsof length 10 000. We also list the number of times whenthe optimal and suboptimal methods gave different networkconfigurations. Only when φ3|(1,1) and φ4|(2,1) are around0.3 did we observe significant differences (27 times in arealization of length 10 000) in the configurations obtainedusing the optimal and suboptimal methods, with the resultingperformance being very similar. In terms of computationalcomplexity, here M = 4, Δmax = 4, and Tmax = 2. To com-pute the cost function for the optimal method requires con-sideration of approximately (2M + 22M + · · ·+ 2ΔmaxM )×Tmax = (24 + 28 + 212 + 216)× 2 = 139 808 different terms.On the other hand, computing the cost function for thesuboptimal method requires consideration of approximately

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3852 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 61, NO. 12, DECEMBER 2016

Fig. 7. E[trP (k)] for suboptimal network reconfiguration over one and twoholding periods and low complexity schemes.

2M × Tmax ×Δmax = 24 × 2× 4 = 128 different terms, sub-stantially less than for the optimal method.

B. Comparison With Low Complexity Schemes andOptimization Over N = 2 Holding Periods

We now consider the case where the network state holdingtimes have the following distribution:

P {Δl=11|Ξ(kl)} = P {Δl=12|Ξ(kl)}=P {Δl=13|Ξ(kl)}

= P {Δl=14|Ξ(kl)}=1

4, ∀Ξ(kl)

so that the minimum duration of a holding period is at least 11.Longer holding times are typically encountered in industrialenvironments, see, e.g., Fig. 2. Due to the substantial increasein the computational complexity of solving the optimal recon-figuration problem for long holding times and/or the case oftwo holding periods, here we will only present results for thesuboptimal methods of Section IV, and the low complexityschemes of Section V.

In Fig. 7, we plot E[trP (k)] for solving the suboptimalnetwork reconfiguration problem overN = 1 or N = 2 holdingperiods, together with the case of no reconfiguration and thelow complexity schemes of Section V, for different values ofφ3|(1,1) and φ4|(2,1), with φ3|(1,1) = φ4|(2,1), where E[trP (k)]for each point on the graphs is obtained by taking the timeaverage of Monte Carlo realizations of length 10 000. Forsmall values of φ3|(1,1) and φ4|(2,1), the performance gainsfrom reconfiguration are larger than in Section VII-A, dueto the longer periods of time in which one can use a goodnetwork configuration before needing to reconfigure. For in-stance, when φ3|(1,1) = φ4|(2,1) = 0.1, E[trP (k)] is 1.46 withreconfigurations and 2.14 without reconfigurations, resulting ina performance gain of 47%, compared to 30% for the caseexamined in Section VII-A. We also see that the results are verysimilar when optimizing over both one or two holding periods.In fact, in our simulation results, only for values of φ3|(1,1) and

Fig. 8. E[trP (k)] for different holding times.

φ4|(2,1) around 0.4–0.5 did we observe differences in the net-work configurations obtained, with the resulting performancedifferences being very small.

The scheme of Section V-A that maximizes the probability ofreceiving all packets has good performance for small or largevalues of φ3|(1,1) and φ4|(2,1), but performs poorly otherwise.There is a threshold behavior, due to the network configurationsbeing determined based only on the packet reception proba-bilities, and not the error covariances or system parameters:For values of φ3|(1,1) and φ4|(2,1) below a certain threshold,the scheme always changes configuration when the networkstate changes, while above this threshold the network neverreconfigures. The scheme of Section V-B that minimizes thesteady state value also exhibits threshold behavior, but has goodperformance over most of the range, due to the relatively longholding times (minimum of 11) in this example. For the schemeof Section V-C that approximates the cost functions by sim-ulation, the performance trend follows that of the suboptimalschemes, though with a noticeable gap in performance, whichcan be reduced by increasing the number of samples used.For this example, using 50 samples to approximate each costfunction gave a similar running time to the suboptimal methodwith N = 1.

C. Performance Gains With Different Holding Times

We now consider the case where the network state holdingtimes have the following distribution:

P {Δl = δ|Ξ(kl) = 1} = P {Δl = δ|Ξ(kl) = 2} = 1 (27)

for different values of δ. Fig. 8 depicts E[trP (k)] in solving thesuboptimal network reconfiguration problem over one holdingperiod, for holding times of duration δ = 2, 3, 5, 10, 20, and 30,together with the case of no reconfiguration, and the lowcomplexity schemes of Section V-A and B. We see that forlarger δ, there is a greater performance gain by performingnetwork reconfiguration. Additionally, there is a wider range

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LEONG et al.: ON NETWORK TOPOLOGY RECONFIGURATION FOR REMOTE STATE ESTIMATION 3853

Fig. 9. E[trP (k)] with network state detection delays for different holdingtimes.

of values of φ3|(1,1) and φ4|(2,1), where reconfiguration givesperformance benefits. However, the relative performance gainsdiminish as δ increases, with little difference between the casesδ = 20 and δ = 30.

The steady state method of Section V-B switches behaviorfrom always changing configuration to no reconfiguration whenφ3|(1,1) and φ4|(2,1) are greater than around 0.544, irrespectiveof the holding time distribution. In this case, the method maxi-mizing the packet reception probability outperforms the methodof minimizing the steady state upper bounds when the holdingtimes are short, while the steady state method again performswell for long holding times.

D. Delays in Detection of Network State Transitions

An interesting issue arises when changes in the networkstate Ξ(kl) are not perfectly detected, but could be delayed orerroneous. Here we present some numerical results on the per-formance of our methods with respect to delays in the detectionof network state transitions. A more thorough investigation ofways to compensate for imperfect knowledge of network statesis left for future work.

To model the effect of delays, we will assume that if thedetection of the network state transition is delayed, the networkwill continue to use the links in the current configuration ifsupported by the new network state. For instance, if we arecurrently in network configuration 2 and the new network stateis 2, then during the time of detection delay the link fromsensor 3 to sensor 2 will not be available, since this link isnot supported in network configurations 1 or 3 (which arethe possible configurations when in network state 2). Oncethe network state transition has been detected, the networkreconfigures as before (with a delay).

We will use the same holding time distributions as in (27).Changes in the network state Ξ(kl) are detected at time kl withprobability 0.5, and detected at time kl + 1 (i.e., with delay 1)with probability 0.5. Fig. 9 depicts E[trP (k)] in solving thesuboptimal network reconfiguration problem over one holding

period, for holding times of duration δ = 3, 5, 10, 20, both withand without network state detection delay, together with thecase of no reconfiguration. For short holding times, there is asignificant performance loss, but as the holding times becomelarger, the performance with network state detection delaybecomes closer to the case with no detection delay.

VIII. CONCLUSION

This paper has presented network topology reconfigurationmethods for state estimation in sensor networks over time-varying wireless channels. The optimization of an expectederror performance measure which takes into account the costof reconfiguration, has been studied. A less computationallyintensive suboptimal method has been proposed, which in manycases gives identical results to the optimal method. In situationswith long holding times, which are likely to be encountered inan industrial setting, numerical results suggest that significantperformance gains can be achieved by network reconfiguration.

There are several possible directions to extend the currentwork. Further analysis of sub-optimal reconfiguration methodswhich scale well with the number of sensors will be importantfor larger networks. Another direction is the consideration ofimperfect knowledge of the network states, e.g., delays or errorsin the estimation of the network state, and ways to compensatefor this. In addition, in industrial settings one might also tryto anticipate changes in the network state by considering thefuture movements of machinery, which may possibly reduce thereconfiguration time. Such topics will form the basis of futureinvestigation.

APPENDIX

A. Proof of Theorem III.2

Consider a policy π�. Define the candidate stochasticLyapunov function:

Vl � trP (kl) (28)

where kl ∈ K are the random switching times of the semi-Markov chain {Ξ}. We have

E{Vl+1|Z(kl), π

�(j, p−)}

=

Δmax∑δ=1

E{Vl+1|Z(kl), π

�(j, p−),Δl = δ}ψj(δ). (29)

Noting that kl+1 = kl +Δl, we can write:

E{Vl+1|Z(kl), π

�(j, p−),Δl = δ}

= E{trP (kl + δ)|Z(kl), π

�(j, p−)}

= E{trP (kl + δ)|Z(kl), π

�(j, p−), �δ(kl) = 1}

× P{�δ(kl) = 1|Z(kl), π

�(j, p−)}

+ E{trP (kl + δ)|Z(kl), π

�(j, p−), �δ(kl) = 0}

× P{�δ(kl) = 0|Z(kl), π

�(j, p−)}.

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3854 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 61, NO. 12, DECEMBER 2016

For the first term above, we can show by similar arguments to[22] that

E{trP (kl + δ)|Z(kl), π

�(j, p−), �δ(kl) = 1}

× P{�δ(kl) = 1|Z(kl), π

�(j, p−)}≤ W δ

1

for some finite constant W δ1 . For the case when �δ(kl) = 0,

the error covariance matrix P (kl + δ) is bounded by theworst case, where γm(k)=0,∀ (m, k)∈{1, . . . ,M}×{kl, . . . ,kl + δ − 1}. Therefore,

E{trP (kl + δ)|Z(kl), π

�(j, p−), �δ(kl) = 0}

× P{�δ(kl) = 0|Z(kl), π

�(j, p−)}

≤ tr(AδP (kl)(A

δ)T +Aδ−1Q(Aδ−1)T + · · ·+Q)

× μδ

(j, π�(j, p−), p−

)≤ trP (kl)‖A‖2δμδ

(j, π�(j, p−), p−

)+W δ

2

= Vl‖A‖2δμδ

(j, π�(j, p−), p−

)+W δ

2 (30)

for some finite constant W δ2 . Then

E{Vl+1|Z(kl),π�(j,p−)

}≤

Δmax∑δ=1

μδ(j,π�(j,p−), p−

)‖A‖2δψj(δ)Vl

+

Δmax∑δ=1

(W δ

1 +W δ2

)ψj(δ).

The second summation above is bounded. Thus, if

Δmax∑δ=1

μδ

(j, π�(j, p−), p−

)‖A‖2δψj(δ) < 1

then, since {Z}K is Markovian by Lemma III.1, we can use[43, Proposition 3.2] to show that, under the policy π�,

E{P (kl)|Z(0), π�

}≤ α1ρ

kl + β1, ∀ kl ∈ K (31)

for some ρ ∈ [0, 1) and finite constantsα1 and β1. For the timesin between transition instants, note that similar to (30), we canfind finite constants α2 and W3 such that

trP (kl + d) ≤ ‖A‖2d trP (kl) +W3 ≤ α2ρd trP (kl) +W3

holds for all d ∈ {1, . . . ,Δl}. Then, using (31)

E{trP (kl + d)|π�

}≤ α2α1ρ

kl+d + α2β1ρd +W3

≤ αρkl+d + β, ∀ d∈{1, . . . ,Δmax}

for some finite constants α and β. Since ρ < 1, this implies that

E[trP (k)|π�

]≤ α+ β � B.

This establishes uniform boundedness at all times k ∈ N underpolicy π� when condition (12) is satisfied.

Now, under the optimal reconfiguration policy π∗, we have

E {trP (kl + 1) + · · ·+ trP (kl +Δl)|Z(kl), π∗}

≤ E{trP (kl + 1) + · · ·+ trP (kl +Δl)|Z(kl), π

�}

for all Z(kl), so that

E {trP (kl + 1) + · · ·+ trP (kl +Δl)|π∗}

≤ E{trP (kl + 1) + · · ·+ trP (kl +Δl)|π�

}≤ ΔlB ≤ ΔmaxB.

Since error covariance matrices have non-negative trace, wehave for all d ∈ {1, . . . ,Δl},

E {trP (kl + d)|π∗} ≤ ΔmaxB � B.

This thus establishes uniform boundedness of the Kalman filterunder the optimal policy π∗.

B. Proof of Theorem IV.3

Firstly, for k ∈ {kl, . . . , kl +Δmax − 1}, the recursion (16)can be written as

Y (k + 1)

= E

{AY(k)AT +Q−AY(k)C(k)T

(C(k)Y (k)C(k)T+R

)−1

×C(k)Y (k)AT∣∣∣U(kl), π(kl), s(k) = 1

}× P {s(k) = 1| U(kl), π(kl)}

+ E

{AY(k)AT+Q−AY(k)C(k)T

(C(k)Y(k)C(k)T+R

)−1

×C(k)Y (k)AT∣∣∣U(kl), π(kl), s(k) = 0

}× P {s(k) = 0| U(kl), π(kl)}

from which one can derive the bounds

tr Y (kl + 1) ≤ W1,1 + tr(AY (kl)A

T +Q)

× P {s(kl) = 0| U(kl), π(kl)}

= W1,1 +(tr Y (kl)‖A‖2 +W1,2

)× ν1 (Ξ(kl), π(kl), π(kl−1))

tr Y (kl + 2) ≤ W1,2 + tr(AY (kl + 1)AT +Q

)× P {s(kl + 1) = 0| U(kl), π(kl)}

≤ W1,2 +(tr Y (kl)‖A‖4 +W2,2

)× ν2 (Ξ(kl), π(kl), π(kl−1))

...

tr Y (kl + d) ≤ W1,d +(trY (kl)‖A‖2d +W2,d

)× νd (Ξ(kl), π(kl), π(kl−1)) (32)

for some finite constants W1,d and W2,d.Consider a policy π�. Define

Vl � tr Y �(kl−1 +Δl−1)

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LEONG et al.: ON NETWORK TOPOLOGY RECONFIGURATION FOR REMOTE STATE ESTIMATION 3855

where Y � denotes the recursion (16) under policy π�. We have

E{Vl+1|Z(kl), π�(j, p−)

}=

Δmax∑δ=1

E{Vl+1|Z(kl), π

�(j, p−),Δl = δ}ψj(δ)

and

E{Vl+1|Z(kl), π

�(j, p−),Δl = δ}

= E{tr Y �(kl + δ)|Z(kl), π

�(j, p−), s(kl + δ − 1) = 1}

× P{s(kl + δ − 1) = 1|Z(kl), π�(j, p−)

}+ E

{tr Y �(kl + δ)|Z(kl), π

�(j, p−), s(kl + δ − 1) = 0}

× P{s(kl + δ − 1) = 0|Z(kl), π�(j, p−)

}≤ W1,δ +

(trY �(kl)‖A‖2δ +W2,δ

)νδ

(j, π�(j, p−), p−

)for some finite constants W1,δ and W2,δ , where the inequalitycomes from making use of the bounds (32). Using Lemma IV.2and similar arguments as in the proof of Theorem III.2, we canshow that if

Δmax∑δ=1

νδ(j, π�(j, p−), p−

)‖A‖2δψj(δ) < 1

holds, then there exists finite constants B, B, such that

trY �(k) ≤ B, ∀ k

under policy π�, and

tr Y (k) ≤ B, ∀ k

under policy π∗. Since Y (k) upper bounds E{P (k)} byLemma IV.1, this then implies

E{trP (k)} ≤ B, ∀ k

and, hence, the uniform boundedness of the Kalman filter underpolicy π∗.

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Alex S. Leong (S’03–M’08) was born in Macau,in 1980. He received the B.S. degree in mathe-matics and B.E. degree in electrical engineering, in2003, and the Ph.D. degree in electrical engineer-ing, in 2008, all from the University of Melbourne,Parkville, Australia.

He is currently a Research Associate at PaderbornUniversity, Germany. He was with the Department ofElectrical and Electronic Engineering at the Univer-sity of Melbourne from 2008 to 2015. His researchinterests include statistical signal processing, signal

processing for sensor networks, and networked control systems.Dr. Leong was the recipient of the L. R. East Medal from Engineers

Australia in 2003, an Australian Postdoctoral Fellowship from the AustralianResearch Council in 2009, and a Discovery Early Career Researcher Awardfrom the Australian Research Council in 2012.

Daniel E. Quevedo (S’97–M’05–SM’14) holdsthe Chair in Automatic Control (Regelungs- undAutomatisierungstechnik) at Paderborn University,Germany. He received Ingeniero Civil Electrónicoand M.Sc. degrees from the Universidad TécnicaFederico Santa María, Chile, in 2000. In 2005, hewas awarded the Ph.D. degree from The Universityof Newcastle, Australia.

Dr. Quevedo was supported by a full scholarshipfrom the alumni association during his time at theUniversidad Técnica Federico Santa María and re-

ceived several university-wide prizes upon graduating. He received the IEEEConference on Decision and Control Best Student Paper Award in 2003 and wasalso a finalist in 2002. In 2009, he was awarded a five-year Research Fellowshipfrom the Australian Research Council.

Professor Quevedo is Editor of the International Journal of Robust andNonlinear Control and serves as Chair of the IEEE Control Systems SocietyTechnical Committee on Networks & Communication Systems. His researchinterests are in automatic control, signal processing, and power electronics.

Anders Ahlén (S’80–M’84–SM’90) is full professorand holds the chair in Signal Processing at UppsalaUniversity, where he is the head of the Signals andSystems Division of The Department of EngineeringSciences. He was born in Kalmar, Sweden, and re-ceived the PhD degree in Automatic Control fromUppsala University. He was with the Systems andControl Group, Uppsala University from 1984–1992as an Assistant and Associate Professor in AutomaticControl. During 1991, he was a visiting researcherat the Department of Electrical and Computer Engi-

neering, The University of Newcastle, Australia. He was a visiting professor atthe same university in 2008. In 1992, he was appointed Associate Professor ofSignal Processing at Uppsala University. During 2001–2004, he was the CEO ofDirac Research AB, a company offering state-of-the-art audio signal processingsolutions. He is currently the chairman of the board of directors of the samecompany. He was a member of the Center of Excellence in Wireless SensorNetworks, WISENET, from 2007 to 2013. His research interest includes SignalProcessing, Communications and Control, and is currently focused on SignalProcessing for Wireless Communications, Wireless Sensor Networks, WirelessControl, and Audio Signal Processing.

From 1998 to 2004, he was the Editor of Signal and Modulation Design forthe IEEE TRANSACTIONS ON COMMUNICATIONS.

Karl H. Johansson (S’92–M’98–SM’08–F’13) isDirector of the ACCESS Linnaeus Centre and Pro-fessor at the School of Electrical Engineering, KTHRoyal Institute of Technology, Sweden. He is aWallenberg Scholar and has held a Senior ResearcherPosition with the Swedish Research Council. He alsoheads the Stockholm Strategic Research Area ICTThe Next Generation. He received MSc and PhDdegrees in Electrical Engineering from Lund Univer-sity. He has held visiting positions at UC Berkeley,California Institute of Technology, Nanyang Techno-

logical University, and Institute of Advanced Studies Hong Kong Universityof Science and Technology. His research interests are in networked controlsystems, cyber-physical systems, and applications in transportation, energy,and automation systems. He has been a member of the IEEE Control SystemsSociety Board of Governors and the Chair of the IFAC Technical Committee onNetworked Systems. He has been on the Editorial Boards of several journals,including Automatica, IEEE TRANSACTIONS ON AUTOMATIC CONTROL,AND IET CONTROL THEORY AND APPLICATIONS. He is currently a SeniorEditor of IEEE TRANSACTIONS ON CONTROL OF NETWORK SYSTEMS andAssociate Editor of European Journal of Control. He has been Guest Editorfor a special issue of IEEE TRANSACTIONS ON AUTOMATIC CONTROL oncyber-physical systems and one of IEEE Control Systems Magazine on cyber-physical security. He was the General Chair of the ACM/IEEE Cyber-PhysicalSystems Week 2010 in Stockholm and IPC Chair of many conferences. He hasserved on the Executive Committees of several European research projects inthe area of networked embedded systems. He received the Best Paper Award ofthe IEEE International Conference on Mobile Ad-hoc and Sensor Systems in2009 and the Best Theory Paper Award of the World Congress on IntelligentControl and Automation in 2014. In 2009 he was awarded Wallenberg Scholar,as one of the first ten scholars from all sciences, by the Knut and AliceWallenberg Foundation. He was awarded Future Research Leader from theSwedish Foundation for Strategic Research in 2005. He received the triennialYoung Author Prize from IFAC in 1996 and the Peccei Award from theInternational Institute of System Analysis, Austria, in 1993. He received YoungResearcher Awards from Scania in 1996 and from Ericsson in 1998 and 1999.