H2 and H-infinity Suboptimal Distributed Filter Design for Linear Systems

TL;DR

This paper develops a centralized method for designing distributed filters that achieve suboptimal H2 and H-infinity performance in continuous-time linear systems with communication constraints.

Contribution

It introduces a novel centralized design approach for distributed filters ensuring suboptimal H2 and H-infinity norms with asymptotic state reconstruction.

Findings

Design method guarantees performance bounds

Filters achieve asymptotic full state reconstruction

Simulation validates the effectiveness of the approach

Abstract

This paper investigates the H2 and H-infinity suboptimal distributed filtering problems for continuous time linear systems. Consider a linear system monitored by a number of filters, where each of the filters receives only part of the measured output of the system. Each filter can communicate with the other filters according to an a priori given strongly connected weighted directed graph. The aim is to design filter gains that guarantee the H2 or H-infinity norm of the transfer matrix from the disturbance input to the output estimation error to be smaller than an a priori given upper bound, while all local filters reconstruct the full system state asymptotically. We provide a centralized design method for obtaining such H2 and H-infinity suboptimal distributed filters. The proposed design method is illustrated by a simulation example.