Consensus Based Overlapping Decentralized Estimator

• Published in: IEEE transactions on automatic control Vol. 54; no. 2; pp. 410 - 415
• Main Authors: Stankovic, S.S., Stankovic, M.S., Stipanovic, D.M.
• Format: Journal Article
• Language: English
• Published: New York, NY IEEE 01-02-2009; Institute of Electrical and Electronics Engineers; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Algorithms; Applied sciences; Asymptotic properties; Asymptotic stability; Computer science; control theory; systems; Consensus strategy; Control theory. Systems; decentralized estimation; Estimation error; Estimators; Exact sciences and technology; Gain; Intelligent agent; Modelling and identification; multi-agent systems; Multiagent systems; Network topology; Networks; Noise measurement; Noise reduction; optimization; overlapping decompositions; Sensor systems; Stability; Stability analysis; State estimation; Strategy; overlapping decompositions; multi-agent systems; Kalman filter; stability analysis; Overlap; Topology; Consensus; Optimization; Local network; System decomposition; Mean square error; Asymptotic stability; Multiagent system; Consensus strategy; decentralized estimation; Observer; System identification; State estimation; Signal to noise ratio
• ISSN: 0018-9286; 1558-2523
• DOI: 10.1109/TAC.2008.2009583

In this technical note a new algorithm for state estimation is proposed in the form of a multi-agent network based on a synergy between local Kalman filters and a dynamic consensus strategy between the agents. It is shown that it is possible, under general conditions concerning local resources and the network topology, to achieve asymptotic stability of the whole estimation algorithm by a proper choice of the consensus gains. It is demonstrated that the consensus gains can be obtained by minimizing the total mean-square estimation error. Capabilities of the network to achieve reduction of the measurement noise influence are also discussed.