Consensus based overlapping decentralized estimation with missing observations and communication faults. (English) Zbl 1166.93374

Summary: A new algorithm for discrete-time overlapping decentralized state estimation of large scale systems is proposed in the form of a multi-agent network based on a combination of local estimators of Kalman filtering type and a dynamic consensus strategy, assuming intermittent observations and communication faults. Under general conditions concerning the agent resources and the network topology, conditions are derived for the convergence to zero of the estimation error mean and for the mean-square estimation error boundedness. A centralized strategy based on minimization of the steady-state mean-square estimation error is proposed for selection of the consensus gains; these gains can also be adjusted by local adaptation schemes. It is also demonstrated that there exists a connection between the network complexity and efficiency of denoising, i.e., of suppression of the measurement noise influence. Several numerical examples serve to illustrate characteristic properties of the proposed algorithm and to demonstrate its applicability to real problems.


93E10 Estimation and detection in stochastic control theory
93A15 Large-scale systems
93A14 Decentralized systems
93E11 Filtering in stochastic control theory
90B15 Stochastic network models in operations research
93C55 Discrete-time control/observation systems
Full Text: DOI


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