文章基本信息

标题：Best Achievable Performance of Cooperative Kalman Filters for Decoupled Multi-agent Systems under Environmental Disturbances ⁎
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作者：Daisuke Tsubakino ; Shinji Hara
期刊名称：IFAC PapersOnLine
印刷版ISSN：2405-8963
出版年度：2018
卷号：51
期号：25
页码：196-201
DOI：10.1016/j.ifacol.2018.11.104
语种：English
出版社：Elsevier
摘要：AbstractThis paper deals with a distributed state estimation problem for a class of multi-agent systems. The agents are assumed to be decoupled and identical, but affected by a common environmental disturbance in addition to individual process noises. In the presence of such a disturbance, the resulting optimal filter consists of decoupled steady-state Kalman filters with information exchange. The changes in the performance caused by the existence of the environmental noise and the required information exchange are evaluated based on block decomposition of the stabilizing solution of the associated algebraic Riccati equation. Moreover, an optimal filter for the system with an additional global measurement output is derived. The performance improvement due to the additional measurement is also evaluated.
关键词：KeywordsSteady-state Kalman filtersalgebraic Riccati equationlinear systemsblock decomposition of stabilizing solutionalgebraic approach