KMS Of Academy of mathematics and systems sciences, CAS
| Stability of the distributed Kalman filter using general random coefficients | |
| Gan, Die1,2; Xie, Siyu3; Liu, Zhixin1,2 | |
| 2021-07-01 | |
| Source Publication | SCIENCE CHINA-INFORMATION SCIENCES
 |
| ISSN | 1674-733X |
| Volume | 64Issue:7Pages:14 |
| Abstract | In this paper, we propose a distributed Kalman filter (DKF) for the dynamical system with general random coefficients. In the proposed method, each estimator shares local innovation pairs with its neighbors to collectively complete the estimation task. Further, we introduce a collective random observability condition by which the L-p-stability of the covariance matrix and the L-p-exponential stability of the homogeneous part of the estimation error equation can be established. In contrast, the stringent conditions on the coefficient matrices, such as independency and stationarity are not required. Besides, the stability of the DKF, i.e., the boundedness of the filtering errors, can be established. Finally, from the simulation result, we demonstrate the cooperative effect of the sensors. |
| Keyword | distributed Kalman filter collective random observability L-p-stable L-p-exponentially stable state estimation |
| DOI | 10.1007/s11432-020-2962-9 |
| Indexed By | SCI |
| Language | 英语 |
| Funding Project | National Natural Science Foundation of China[11688101] ; National Key R&D Program of China[2018YFA0703800] |
| WOS Research Area | Computer Science ; Engineering |
| WOS Subject | Computer Science, Information Systems ; Engineering, Electrical & Electronic |
| WOS ID | WOS:000655603900003 |
| Publisher | SCIENCE PRESS |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/58726 |
| Collection | 中国科学院数学与系统科学研究院 |
| Corresponding Author | Liu, Zhixin |
| Affiliation | 1.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China 2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100190, Peoples R China 3.Wayne State Univ, Dept Elect & Comp Engn, Detroit, MI 48202 USA |
| Recommended Citation GB/T 7714 | Gan, Die,Xie, Siyu,Liu, Zhixin. Stability of the distributed Kalman filter using general random coefficients[J]. SCIENCE CHINA-INFORMATION SCIENCES,2021,64(7):14. |
| APA | Gan, Die,Xie, Siyu,&Liu, Zhixin.(2021).Stability of the distributed Kalman filter using general random coefficients.SCIENCE CHINA-INFORMATION SCIENCES,64(7),14. |
| MLA | Gan, Die,et al."Stability of the distributed Kalman filter using general random coefficients".SCIENCE CHINA-INFORMATION SCIENCES 64.7(2021):14. |
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