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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.

MSC:
93E10Estimation and detection in stochastic control
93A15Large scale systems
93A14Decentralized systems
93E11Filtering in stochastic control
90B15Network models, stochastic (optimization)
93C55Discrete-time control systems
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References:
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