Distributed filter design for cooperative ho-type estimation

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Conference Proceeding
2015 IEEE Conference on Control and Applications, CCA 2015 - Proceedings, 2015, pp. 1373 - 1378
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© 2015 IEEE. In this paper, we consider the distributed robust filtering problem, where estimator design is based on a set of coupled linear matrix inequalities (LMIs). We separate the problem and show that the method of multipliers can be applied to obtain a solution efficiently and in a decentralized fashion, i.e. all local estimators can compute their filter gains locally, with communications restricted to their neighbors.
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