Distributed adaptive high-gain extended Kalman filtering for nonlinear systems

作者：Rashedi M; Liu J; Huang B^*

来源：International Journal of Robust and Nonlinear Control, 2017, 27(18): 4873-4902.

DOI：10.1002/rnc.3838

• distributed filtering
• extended Kalman filter
• adaptive gain EKF
• discrete communication

In this work, we propose a distributed adaptive high-gain extended Kalman filtering approach for nonlinear systems. Specifically, we consider a class of nonlinear systems that are composed of several subsystems interacting with each other via their states. In the proposed approach, an adaptive high-gain extended Kalman filter is designed for each subsystem. The distributed Kalman filters communicate with each other to exchange estimated subsystem state information. First, assuming continuous communication among the distributed filters within deterministic form of subsystems, an implementation strategy that specifies how the distributed filters should communicate is designed and the detailed design of the subsystem filter is described. Second, we consider the case of stochastic subsystems for which the designed subsystem filters communicate to exchange information at discrete-time instants. A state predictor in each subsystem filter is used to provide predictions of states of other subsystems. The stability properties of the proposed distributed estimation schemes with both continuous and discrete communications are analyzed. Finally, the effectiveness and applicability of the proposed schemes are illustrated via the application to a chemical process example.

• 出版日期2017-12-1