Distributed moving horizon fusion estimation for linear constrained uncertain systems

In this paper, the distributed moving horizon fusion estimation of uncertain systems with constraints of system noise and state variables is studied. Firstly, relying on the basic idea of consensus algorithm, the cost function in the performance index is reconstructed by weighted fusion of the state...

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Vydáno v:Asian journal of control Ročník 26; číslo 6; s. 3027 - 3039
Hlavní autoři: Wang, Shoudong, Xue, Binqiang
Médium: Journal Article
Jazyk:angličtina
Vydáno: Hoboken Wiley Subscription Services, Inc 01.11.2024
Témata:
Algorithms
consensus algorithm
Cost function
Error analysis
moving horizon estimation
Noise prediction
Observability (systems)
Optimization
Parameter uncertainty
performance index
Performance indices
Regularization
regularization method
stability analysis
State estimation
uncertain parameters
ISSN:1561-8625, 1934-6093
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Abstract In this paper, the distributed moving horizon fusion estimation of uncertain systems with constraints of system noise and state variables is studied. Firstly, relying on the basic idea of consensus algorithm, the cost function in the performance index is reconstructed by weighted fusion of the state prediction values. Secondly, considering the performance index with uncertain parameters, the min‐max optimization problem of the algorithm is transformed into the least squares optimization problem based on 2‐norm regularization method. Thirdly, the scalar‐weighted linear minimum variance fusion estimation strategy is used to realize the weighted fusion of local state estimation values. Then, on the premise of minimum network connectivity and collective observability, the stability of the proposed algorithm is studied, and the sufficient conditions for the expected convergence of the fused estimation error norm square are given. Finally, the effectiveness of the algorithm is verified by numerical simulation.
AbstractList In this paper, the distributed moving horizon fusion estimation of uncertain systems with constraints of system noise and state variables is studied. Firstly, relying on the basic idea of consensus algorithm, the cost function in the performance index is reconstructed by weighted fusion of the state prediction values. Secondly, considering the performance index with uncertain parameters, the min‐max optimization problem of the algorithm is transformed into the least squares optimization problem based on 2‐norm regularization method. Thirdly, the scalar‐weighted linear minimum variance fusion estimation strategy is used to realize the weighted fusion of local state estimation values. Then, on the premise of minimum network connectivity and collective observability, the stability of the proposed algorithm is studied, and the sufficient conditions for the expected convergence of the fused estimation error norm square are given. Finally, the effectiveness of the algorithm is verified by numerical simulation.
Author Wang, Shoudong
Xue, Binqiang
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  surname: Xue
  fullname: Xue, Binqiang
  email: xuebinqiang2005@163.com
  organization: Qingdao University
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Snippet In this paper, the distributed moving horizon fusion estimation of uncertain systems with constraints of system noise and state variables is studied. Firstly,...
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StartPage 3027
SubjectTerms Algorithms
consensus algorithm
Cost function
Error analysis
moving horizon estimation
Noise prediction
Observability (systems)
Optimization
Parameter uncertainty
performance index
Performance indices
Regularization
regularization method
stability analysis
State estimation
uncertain parameters
Title Distributed moving horizon fusion estimation for linear constrained uncertain systems
URI https://onlinelibrary.wiley.com/doi/abs/10.1002%2Fasjc.3388
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Volume 26
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