Consensus-Based Linear Distributed Filtering

Consensus-Based Linear Distributed Filtering

Title : Consensus-Based Linear Distributed Filtering
Authors :
Matei, Ion
Baras, John, S.
Conference : Automatica Volume 48, Issue 8, Pages 1776-1782
Date: August 01 - August 01, 2012

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.

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