Reference
Zs. Lendek, R. Babuška, and B. De Schutter, "Distributed Kalman
filtering for multiagent systems,"
Proceedings of the European
Control Conference 2007 (ECC'07), Kos, Greece, pp. 2193-2200, July 2007.
Abstract
For naturally distributed systems, such as multi-agent systems, the
construction and tuning of a centralized observer may be computationally
expensive or even intractable. An important class of distributed systems can be
represented as cascaded subsystems. For this class of systems, observers may be
designed separately for the subsystems. If the subsystems are linear, the
Kalman filter provides an efficient means to estimate the states, so that it
minimizes the mean squared estimation error. Kalman-like filters may be used
for the whole system or the individual subsystems. In this paper, both a
theoretical comparison and simulation examples are presented. The theoretical
results show that the distributed observers, except for special cases, do not
minimize the overall error covariance, and so the distributed observer system
is suboptimal. However, in practice, the performance achieved by the cascaded
observers is comparable and in certain cases outperforms that of the
centralized one. Moreover, a distributed observer system leads to increased
modularity, reduced complexity, and lower computational costs.
Downloads
BibTeX
@inproceedings{LenBab:07-004,
author = {Lendek, {\relax Zs}{\'{o}}fia and Babu{\v{s}}ka, Robert and De
Schutter, Bart},
title = {Distributed {Kalman} Filtering for Multiagent Systems},
booktitle = {Proceedings of the European Control Conference 2007 (ECC'07)},
address = {Kos, Greece},
pages = {2193--2200},
month = jul,
year = {2007}
}