Stability of the distributed Kalman filter using general random coefficients

doi:10.1007/s11432-020-2962-9

	Stability of the distributed Kalman filter using general random coefficients
	Gan, Die 2,3; Xie, Siyu 1; Liu, Zhixin 2,3
刊名	SCIENCE CHINA-INFORMATION SCIENCES
	2021-07-01
卷号	64 期号:7 页码:14
关键词	distributed Kalman filter collective random observability L-p-stable L-p-exponentially stable state estimation
ISSN号	1674-733X
DOI	10.1007/s11432-020-2962-9
英文摘要	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.
资助项目	National Natural Science Foundation of China[11688101] ; National Key R&D Program of China[2018YFA0703800]
WOS研究方向	Computer Science ; Engineering
语种	英语
出版者	SCIENCE PRESS
WOS记录号	WOS:000655603900003
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/58725]
专题	中国科学院数学与系统科学研究院
通讯作者	Liu, Zhixin
作者单位	1.Wayne State Univ, Dept Elect & Comp Engn, Detroit, MI 48202 USA 2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100190, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
推荐引用方式 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.