Title
Interconnected Observers for Robust Decentralized Estimation with Performance Guarantees and Optimized Connectivity Graph
Abstract
Motivated by the need of observers that are both robust to disturbances and guarantee fast convergence to zero of the estimation error, we propose an observer for linear time-invariant systems with noisy output that consists of the combination of N coupled observers over a connectivity graph. At each node of the graph, the output of these interconnected observers is defined as the average of the estimates obtained using local information. The convergence rate and the robustness to measurement noise of the proposed observer’s output are characterized in terms of KL bounds. Several optimization problems are formulated to design the proposed observer so as to satisfy a given rate of convergence specification while minimizing the H1 gain from noise to estimates or the size of the connectivity graph. It is shown that that the interconnected observers relax the well-known tradeoff between rate of convergence and noise amplification, which is a property attributed to the proposed innovation term that, over the graph, couples the estimates between the individual observers. Sufficient conditions involving information of the plant only, assuring that the estimate obtained at each node of the graph outperforms the one obtained with a single, standard Luenberger observer are given. The results are illustrated in several examples throughout the paper.
Year
DOI
Venue
2016
10.1109/TCNS.2015.2428351
IEEE Trans. Control of Network Systems
Keywords
DocType
Volume
Distributed parameter systems, observers for linear systems, optimization
Journal
PP
Issue
ISSN
Citations 
99
2325-5870
0
PageRank 
References 
Authors
0.34
11
2
Name
Order
Citations
PageRank
Y. Li100.34
Ricardo G. Sanfelice221627.88