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A Distributed Implementation of Steady-State Kalman Filter

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Abstract

This paper studies the distributed state estimation in sensor network, where m sensors are deployed to infer the n-dimensional state of a linear time-invariant (LTI) Gaussian system. By a lossless decomposition of optimal steady-state Kalman filter, we show that the problem of distributed estimation can be reformulated as synchronization of homogeneous linear systems. Based on such decomposition, a distributed estimator is proposed, where each sensor node runs a local filter using only its own measurement and fuses the local estimate of each node with a consensus algorithm. We show that the average of the estimate from all sensors coincides with the optimal Kalman estimate. Numerical examples are provided in the end to illustrate the performance of the proposed scheme.

Original languageEnglish
Title of host publicationProceedings of the 40th Chinese Control Conference, CCC 2021
EditorsChen Peng, Jian Sun
PublisherIEEE Computer Society
Pages5154-5159
Number of pages6
ISBN (Electronic)9789881563804
DOIs
StatePublished - 26 Jul 2021
Externally publishedYes
Event40th Chinese Control Conference, CCC 2021 - Shanghai, China
Duration: 26 Jul 202128 Jul 2021

Publication series

NameChinese Control Conference, CCC
Volume2021-July
ISSN (Print)1934-1768
ISSN (Electronic)2161-2927

Conference

Conference40th Chinese Control Conference, CCC 2021
Country/TerritoryChina
CityShanghai
Period26/07/2128/07/21

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