2020 |
Jin Gyu Lee / Hyungbo Shim A distributed algorithm that finds almost best possible estimate under non-vanishing and time-varying measurement noise Journal Article In: IEEE Control Systems Letters, vol. 4, no. 1, pp. 229-234, 2020, ISSN: 2475-1456. Abstract | Links | BibTeX | Tags: Noise measurement @article{LeeShim20, In this letter, we review an existing distributed least-squares solver and share some new insights on it. Then, by the observation that an estimation of a constant vector under output noise can be translated into finding the least-squares solution, we present an algorithm for distributed estimation of the state of linear time-invariant systems under measurement noise. The proposed algorithm consists of a network of local observers, where each of them utilizes local measurements and information transmitted from the neighbors. It is proven that even under non-vanishing and time-varying measurement noise, we could obtain an almost best possible estimate with arbitrary precision. Some discussions regarding the plug-and-play operation are also given. |
List of English Publication
2020 |
A distributed algorithm that finds almost best possible estimate under non-vanishing and time-varying measurement noise Journal Article In: IEEE Control Systems Letters, vol. 4, no. 1, pp. 229-234, 2020, ISSN: 2475-1456. |