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Distributed Filter Design for Cooperative H-Infinity-Type Estimation

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arxiv 1509.05967 v1 pith:EXH4CSFQ submitted 2015-09-20 cs.SY cs.SY

classification cs.SY
keywords designdistributedfilterproblemalgorithmanalyzedappliedcommunications
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In this paper, we consider the distributed robust filtering problem, where estimator design is based on a set of coupled linear matrix inequalities (LMIs). We separate the problem and show that the method of multipliers can be applied to obtain a solution efficiently and in a decentralized fashion, i.e. all local estimators can compute their filter gains locally and iteratively, with communications restricted to their neighbours. The convergence properties of the iterative algorithm are analyzed and interpreted.

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