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Consistent distributed state estimation with global observability over sensor network
He, Xingkang; Xue, Wenchao1; Fang, Haitao
2018-06-01
Source PublicationAUTOMATICA
ISSN0005-1098
Volume92Pages:162-172
AbstractThis paper studies the distributed state estimation problem for a class of discrete time-varying systems over sensor networks. Firstly, it is shown that the gain parameter optimization in a networked Kalman filter requires a centralized framework. Then, a sub-optimal distributed Kalman filter (DKF) is proposed by employing the covariance intersection (CI) fusion strategy. It is proven that the proposed DKF is of consistency, that is, an upper bound of error covariance matrix can be provided by the filter in real time. The consistency also enables the design of adaptive CI weights for better filter precision. Furthermore, the boundedness of covariance matrix and the convergence of the proposed filter are proven based on the strong connectivity of directed network topology and the global observability which permits the subsystem with local sensor's measurements to be unobservable. Meanwhile, to keep the covariance of the estimation error bounded, the proposed DKF does not require the system matrix to be nonsingular at each moment, which seems to be a necessary condition in the main DKF designs under global observability. Finally, simulation results of two examples show the effectiveness of the algorithm in the considered scenarios. (C) 2018 Elsevier Ltd. All rights reserved.
KeywordWireless sensor networks Time-varying systems State estimation Covariance intersection Distributed Kalman filter Global observability Semi-definite programming
DOI10.1016/j.automatica.2018.03.029
Language英语
Funding ProjectNational Key Research and Development Program of China[2016YFB0901902] ; National Basic Research Program of China[2014CB845301] ; [NSFC61603380]
WOS Research AreaAutomation & Control Systems ; Engineering
WOS SubjectAutomation & Control Systems ; Engineering, Electrical & Electronic
WOS IDWOS:000431159300019
PublisherPERGAMON-ELSEVIER SCIENCE LTD
Citation statistics
Cited Times:3[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/30303
Collection系统科学研究所
Affiliation1.Chinese Acad Sci, Acad Math & Syst Sci, NCMIS, LSC, Beijing 100190, Peoples R China
2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
Recommended Citation
GB/T 7714
He, Xingkang,Xue, Wenchao,Fang, Haitao. Consistent distributed state estimation with global observability over sensor network[J]. AUTOMATICA,2018,92:162-172.
APA He, Xingkang,Xue, Wenchao,&Fang, Haitao.(2018).Consistent distributed state estimation with global observability over sensor network.AUTOMATICA,92,162-172.
MLA He, Xingkang,et al."Consistent distributed state estimation with global observability over sensor network".AUTOMATICA 92(2018):162-172.
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