A Linear Distributed Filter Inspired by the Markovian Jump Linear System Filtering Problem

A Linear Distributed Filter Inspired by the Markovian Jump Linear System Filtering Problem

Title : A Linear Distributed Filter Inspired by the Markovian Jump Linear System Filtering Problem
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Conference : Automatica Volume 48, Issue 8, Pages 1924-1928
Date: August 01 - August 01, 2012

In this paper, we introduce a consensus-based distributed filter, executed by a sensor network, inspired by the Markovian jump linear system filtering theory. We show that the optimal filtering gains of the Markovian jump linear system can be used as an approximate solution of the optimal distributed filtering problem. This parallel allows us to interpret each filtering gain corresponding to a mode of operation of the Markovian jump linear system as a filtering gain corresponding to a sensor in the network. The approximate solution can be implemented distributively and guarantees a quantifiable level of performance.

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