Cooperative Robust Estimation with Local Performance Guarantees

Abstract: The paper considers the problem of cooperative estimation for a linear uncertain plant observed by a network of communicating sensors. We take a novel approach by treating the filtering problem from the view point of local sensors while the network interconnections are accounted for via an uncertain signals modelling of estimation performance of other nodes. That is, the information communicated between the nodes is treated as the true plant information subject to perturbations, and each node is endowed with certain believes about these perturbations during the filter design. The proposed distributed filter achieves a suboptimal $H_\infty$ consensus performance. Furthermore, local performance of each estimator is also assessed given additional constraints on the performance of the other nodes. These conditions are shown to be useful in tuning the desired estimation performance of the sensor network.