Consistent distributed state estimation with global observability over sensor network

doi:10.1016/j.automatica.2018.03.029

CSpace > 系统科学研究所

	Consistent distributed state estimation with global observability over sensor network
	He, Xingkang ; Xue, Wenchao1 ; Fang, Haitao
	2018-06-01
发表期刊	AUTOMATICA
ISSN	0005-1098
卷号	92 页码:162-172
摘要	This 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.
关键词	Wireless sensor networks Time-varying systems State estimation Covariance intersection Distributed Kalman filter Global observability Semi-definite programming
DOI	10.1016/j.automatica.2018.03.029
语种	英语
资助项目	National Key Research and Development Program of China[2016YFB0901902] ; National Basic Research Program of China[2014CB845301] ; [NSFC61603380]
WOS研究方向	Automation & Control Systems ; Engineering
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000431159300019
出版者	PERGAMON-ELSEVIER SCIENCE LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/30303
专题	系统科学研究所
通讯作者	Xue, Wenchao
作者单位	1.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
推荐引用方式 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.