中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
首页 机构 成果 学者
  
  1. CAS IR Grid
  2. 数学与系统科学研究院
  3. 中国科学院数学与系统科学研究院
Stability of the distributed Kalman filter using general random coefficients

文献类型：期刊论文

作者Gan, Die2,3; Xie, Siyu1; Liu, Zhixin2,3
刊名SCIENCE CHINA-INFORMATION SCIENCES
出版日期2021-07-01
卷号64期号:7页码:14
关键词distributed Kalman filter collective random observability L-p-stable L-p-exponentially stable state estimation
ISSN号1674-733X
DOI10.1007/s11432-020-2962-9
英文摘要In this paper, we propose a distributed Kalman filter (DKF) for the dynamical system with general random coefficients. In the proposed method, each estimator shares local innovation pairs with its neighbors to collectively complete the estimation task. Further, we introduce a collective random observability condition by which the L-p-stability of the covariance matrix and the L-p-exponential stability of the homogeneous part of the estimation error equation can be established. In contrast, the stringent conditions on the coefficient matrices, such as independency and stationarity are not required. Besides, the stability of the DKF, i.e., the boundedness of the filtering errors, can be established. Finally, from the simulation result, we demonstrate the cooperative effect of the sensors.
资助项目National Natural Science Foundation of China[11688101] ; National Key R&D Program of China[2018YFA0703800]
WOS研究方向Computer Science ; Engineering
语种英语
WOS记录号WOS:000655603900003
出版者SCIENCE PRESS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/58725]  
专题中国科学院数学与系统科学研究院
通讯作者Liu, Zhixin
作者单位1.Wayne State Univ, Dept Elect & Comp Engn, Detroit, MI 48202 USA
2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100190, Peoples R China
3.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
推荐引用方式
GB/T 7714		 Gan, Die,Xie, Siyu,Liu, Zhixin. Stability of the distributed Kalman filter using general random coefficients[J]. SCIENCE CHINA-INFORMATION SCIENCES,2021,64(7):14.
APA Gan, Die,Xie, Siyu,&Liu, Zhixin.(2021).Stability of the distributed Kalman filter using general random coefficients.SCIENCE CHINA-INFORMATION SCIENCES,64(7),14.
MLA Gan, Die,et al."Stability of the distributed Kalman filter using general random coefficients".SCIENCE CHINA-INFORMATION SCIENCES 64.7(2021):14.

入库方式： OAI收割

来源：数学与系统科学研究院

浏览0
下载0
收藏0
其他版本

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。