Distributed Estimation for Interconnected Systems with Arbitrary Coupling Structures

TL;DR

This paper develops scalable, distributed estimators for interconnected dynamic systems with arbitrary coupling, ensuring stability and optimality using local and neighbor information, even with communication delays.

Contribution

It introduces novel distributed stability conditions and an optimization-based estimator design that is scalable and does not require real-time exchange of gain information.

Findings

Proposed estimators are stable and optimal.

Design method is scalable with system size.

Effective in systems with communication delays.

Abstract

This paper is concerned with the problem of distributed estimation for time-varying interconnected dynamic systems with arbitrary coupling structures. To guarantee the robustness of the designed estimators, novel distributed stability conditions are proposed with only local information and the information from neighbors. Then, simplified stability conditions which do not require timely exchange of neighbors' estimator gain information is further developed for systems with delayed communication. By merging these subsystem-level stability conditions and the optimization-based estimator gain design, the distributed, stable and optimal estimators are proposed. Quite notably, these optimization solutions can be easily obtained by standard software packages, and it is also shown that the designed estimators are scalable in the sense of adding or subtracting subsystems. Finally, an illustrative example is employed to show the effectiveness of the proposed methods.