Distributed robust filtering with H∞ consensus of estimates

  • Authors:
  • V. Ugrinovskii

  • Affiliations:
  • -

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 2011

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Abstract

The paper addresses a problem of design of distributed robust filters using the recent vector dissipativity theory. The main result is a sufficient condition which guarantees a suboptimal H"~ level of disagreement of estimates in a network of filters. It involves solving a convex optimization/feasibility problem subject to LMI constraints. The special case of balanced interconnection graphs is also considered. A gradient descent type algorithm is presented which allows the nodes to compute their estimator parameters in a decentralized manner. The proposed approach is applied to the problem of observer-based robust synchronization of a nonlinear network to an isolated node.