Distributed H-infinity estimation with stochastic parameters and nonlinearities through sensor networks: The finite-horizon case

作者：Ding, Derui^*; Wang, Zidong; Dong, Hongli; Shu, Huisheng

来源：Automatica, 2012, 48(8): 1575-1585.

DOI：10.1016/j.automatica.2012.05.070

• Discrete time-varying systems
• Distributed H-infinity state estimation
• Recursive Riccati difference equations
• Sensor networks
• Stochastic nonlinearities
• Stochastic parameters

This paper deals with the distributed H-infinity state estimation problem for a class of discrete timevarying nonlinear systems with both stochastic parameters and stochastic nonlinearities. The system measurements are collected through sensor networks with sensors distributed according to a given topology. The purpose of the addressed problem is to design a set of time-varying estimators such that the average estimation performance of the networked sensors is guaranteed over a given finite-horizon. Through available output measurements from not only the individual sensor but also its neighboring sensors, a necessary and sufficient condition is established to achieve the H-infinity performance constraint, and then the estimator design scheme is proposed via a certain H-2-type criterion. The desired estimator parameters can be obtained by solving coupled backward recursive Riccati difference equations (RDEs). A numerical simulation example is provided to demonstrate the effectiveness and applicability of the proposed estimator design approach.

• 出版日期2012-8
• 单位东华大学; 哈尔滨工业大学