L2空间上的一致Kalman滤波

IF 5.9 2区 计算机科学 Q1 AUTOMATION & CONTROL SYSTEMS
Stefano Battilotti , Alessandro Borri , Filippo Cacace , Massimiliano d’Angelo , Alfredo Germani
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引用次数: 0

摘要

研究了用连通无向图建模的传感器网络上具有有限维测量值的无限维离散随机线性系统的估计问题。该框架包含具有采样测量的离散偏微分方程。为了将信息交换限制在有限维向量上,将一种新的分布式测量一致性方案推广到L2空间中演化的系统。我们表明,与有限维情况类似,当共识步数增加时,在每个节点,估计误差的方差趋于系统的集中式卡尔曼滤波器的方差为L2。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A consensus Kalman filter on L2 spaces
We study the estimation problem of infinite dimensional discrete-time stochastic linear systems with finite dimensional measurements on sensor networks modeled by connected undirected graphs. The framework encompasses discretized PDEs with sampled measurements. A new scheme of distributed consensus on measurements is extended to systems evolving in L2 spaces in order to limit the information exchange to finite-dimensional vectors. We show that, in analogy to the finite-dimensional case, at each node the variance of the estimation error tends to the one of the centralized Kalman filter for systems is L2 when the number of consensus steps increases.
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来源期刊
Automatica
Automatica 工程技术-工程:电子与电气
CiteScore
10.70
自引率
7.80%
发文量
617
审稿时长
5 months
期刊介绍: Automatica is a leading archival publication in the field of systems and control. The field encompasses today a broad set of areas and topics, and is thriving not only within itself but also in terms of its impact on other fields, such as communications, computers, biology, energy and economics. Since its inception in 1963, Automatica has kept abreast with the evolution of the field over the years, and has emerged as a leading publication driving the trends in the field. After being founded in 1963, Automatica became a journal of the International Federation of Automatic Control (IFAC) in 1969. It features a characteristic blend of theoretical and applied papers of archival, lasting value, reporting cutting edge research results by authors across the globe. It features articles in distinct categories, including regular, brief and survey papers, technical communiqués, correspondence items, as well as reviews on published books of interest to the readership. It occasionally publishes special issues on emerging new topics or established mature topics of interest to a broad audience. Automatica solicits original high-quality contributions in all the categories listed above, and in all areas of systems and control interpreted in a broad sense and evolving constantly. They may be submitted directly to a subject editor or to the Editor-in-Chief if not sure about the subject area. Editorial procedures in place assure careful, fair, and prompt handling of all submitted articles. Accepted papers appear in the journal in the shortest time feasible given production time constraints.
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