Title :
A general framework for decentralized estimation
Author :
Chung, Walter H. ; Speyer, Jason L.
Author_Institution :
Dept. of Mech., Aerosp. & Nucl. Eng., California Univ., Los Angeles, CA, USA
Abstract :
Work by various authors has established decentralized theory for Kalman filters and H∞ Filters. In this paper, the authors extend the existing theory to the entire class of Luenberger observers and give a necessary and sufficient condition for decentralized estimation. It is shown that decentralized estimators work by combining local estimates through weighting matrices. In special cases, this creates a global estimate which looks much like a weighted average. The authors conclude with a proof of a necessary and sufficient condition proposed earlier by Willsky et al. (1982)
Keywords :
Kalman filters; Riccati equations; matrix algebra; observers; H∞ Filters; Kalman filters; Luenberger observers; decentralized estimation; global estimate; local estimates; necessary and sufficient condition; weighted average; weighting matrices; Aerodynamics; Aerospace engineering; Filtering theory; Kalman filters; Navigation; Observers; Riccati equations; State estimation; Sufficient conditions; Tires;
Conference_Titel :
American Control Conference, Proceedings of the 1995
Conference_Location :
Seattle, WA
Print_ISBN :
0-7803-2445-5
DOI :
10.1109/ACC.1995.532390
