Distributed Kalman filter in a network of linear systems

• Autores: Marelli, Damian Edgardo; Zamani, Mohsen; Fu, Minyue; Ninness, Brett
• Año de publicación: 2018
• Idioma: inglés
• Tipo de recurso: artículo
• Materia: DISTRIBUTED SYSTEMS; ESTIMATION; KALMAN FILTER
• Institución: Consejo Nacional de Investigaciones Científicas y Técnicas

This paper is concerned with the problem of distributed Kalman filtering in a network of interconnected subsystems with distributed control protocols. We consider networks, which can be either homogeneous or heterogeneous, of linear time-invariant subsystems, given in the state-space form. We propose a distributed Kalman filtering scheme for this setup. The proposed method provides, at each node, an estimation of the state parameter, only based on locally available measurements and those from the neighbor nodes. The special feature of this method is that it exploits the particular structure of the considered network to obtain an estimate using only one prediction/update step at each time step. We show that the estimate produced by the proposed method asymptotically approaches that of the centralized Kalman filter, i.e., the optimal one with global knowledge of all network parameters, and we are able to bound the convergence rate. Moreover, if the initial states of all subsystems are mutually uncorrelated, the estimates of these two schemes are identical at each time step.
Fil: Marelli, Damian Edgardo. Zhejiang University; China. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y de Sistemas. Universidad Nacional de Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y de Sistemas; Argentina
Fil: Zamani, Mohsen. Universidad de Newcastle; Australia
Fil: Fu, Minyue. Zhejiang University; China. Universidad de Newcastle; Australia
Fil: Ninness, Brett. Universidad de Newcastle; Australia