The optimal filtering for a class of local strongly coupled systems

This paper addresses the optimal filtering problem for a kind of local strongly coupled systems. We introduce a local strongly coupled system with communication between the nodes. Applying the standard kalman filter design procedures to such systems is difficult because of transmission delay and intermittent communication. By using the stochastic theory and state augmentation technique, we present the optimal filtering problem in terms of the full system dynamics. The numerical simulations not only show the effectiveness of the proposed filtering method, but also illustrate the complex random phenomenon in local strongly coupled systems.