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dc.contributor.author
Marelli, Damian Edgardo
dc.contributor.author
Zamani, Mohsen
dc.contributor.author
Fu, Minyue
dc.contributor.author
Ninness, Brett
dc.date.available
2019-11-14T18:22:07Z
dc.date.issued
2018-06
dc.identifier.citation
Marelli, Damian Edgardo; Zamani, Mohsen; Fu, Minyue; Ninness, Brett; Distributed Kalman filter in a network of linear systems; Elsevier Science; Systems And Control Letters; 116; 6-2018; 71-77
dc.identifier.issn
0167-6911
dc.identifier.uri
http://hdl.handle.net/11336/88911
dc.description.abstract
This paper is concerned with the problem of distributed Kalman filtering in a network of interconnected subsystems with distributed control protocols. We consider networks, which can be either homogeneous or heterogeneous, of linear time-invariant subsystems, given in the state-space form. We propose a distributed Kalman filtering scheme for this setup. The proposed method provides, at each node, an estimation of the state parameter, only based on locally available measurements and those from the neighbor nodes. The special feature of this method is that it exploits the particular structure of the considered network to obtain an estimate using only one prediction/update step at each time step. We show that the estimate produced by the proposed method asymptotically approaches that of the centralized Kalman filter, i.e., the optimal one with global knowledge of all network parameters, and we are able to bound the convergence rate. Moreover, if the initial states of all subsystems are mutually uncorrelated, the estimates of these two schemes are identical at each time step.
dc.format
application/pdf
dc.language.iso
eng
dc.publisher
Elsevier Science
dc.rights
info:eu-repo/semantics/openAccess
dc.rights.uri
https://creativecommons.org/licenses/by-nc-nd/2.5/ar/
dc.subject
DISTRIBUTED SYSTEMS
dc.subject
ESTIMATION
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KALMAN FILTER
dc.subject.classification
Control Automático y Robótica
dc.subject.classification
Ingeniería Eléctrica, Ingeniería Electrónica e Ingeniería de la Información
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INGENIERÍAS Y TECNOLOGÍAS
dc.title
Distributed Kalman filter in a network of linear systems
dc.type
info:eu-repo/semantics/article
dc.type
info:ar-repo/semantics/artículo
dc.type
info:eu-repo/semantics/publishedVersion
dc.date.updated
2019-10-17T14:55:40Z
dc.journal.volume
116
dc.journal.pagination
71-77
dc.journal.pais
Países Bajos
dc.journal.ciudad
Amsterdam
dc.description.fil
Fil: Marelli, Damian Edgardo. Zhejiang University; China. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y de Sistemas. Universidad Nacional de Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y de Sistemas; Argentina
dc.description.fil
Fil: Zamani, Mohsen. Universidad de Newcastle; Australia
dc.description.fil
Fil: Fu, Minyue. Zhejiang University; China. Universidad de Newcastle; Australia
dc.description.fil
Fil: Ninness, Brett. Universidad de Newcastle; Australia
dc.journal.title
Systems And Control Letters
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/doi/http://dx.doi.org/10.1016/j.sysconle.2018.04.005
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/url/https://www.sciencedirect.com/science/article/pii/S0167691118300707
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