Name
Abstract | ||
|---|---|---|
We address the consensus-based distributed linear filtering problem, where a discrete time, linear stochastic process is observed by a network of sensors. We assume that the consensus weights are known and we first provide sufficient conditions under which the stochastic process is detectable, i.e. for a specific choice of consensus weights there exists a set of filtering gains such that the dynamics of the estimation errors (without noise) is asymptotically stable. Next, we develop a distributed, sub-optimal filtering scheme based on minimizing an upper bound on a quadratic filtering cost. In the stationary case, we provide sufficient conditions under which this scheme converges; conditions expressed in terms of the convergence properties of a set of coupled Riccati equations. |
Year | DOI | Venue |
|---|---|---|
2012 | 10.1016/j.automatica.2012.05.042 | Automatica |
Keywords | Field | DocType |
Distributed filtering,Consensus,Sensor networks | Convergence (routing),Mathematical optimization,Linear filter,Upper and lower bounds,Control theory,Filter (signal processing),Quadratic equation,Stochastic process,Discrete time and continuous time,Mathematics,Stability theory | Journal |
Volume | Issue | ISSN |
48 | 8 | 0005-1098 |
Citations | PageRank | References |
39 | 1.35 | 4 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Ion Matei | 1 | 149 | 13.66 |
| John S. Baras | 2 | 1953 | 257.50 |