Distributed Design of Robust Kalman Filters over Corrupted Channels

Abstract: We study distributed filtering for a class of uncertain systems over corrupted communication channels. We propose a distributed robust Kalman filter with stochastic gains, through which upper bounds of the conditional mean square estimation errors are calculated online. We present a robust collective observability condition, under which the mean square error of the distributed filter is proved to be uniformly upper bounded if the network is strongly connected. For better performance, we modify the filer by introducing a switching fusion scheme based on a sliding window. It provides a smaller upper bound of the conditional mean square error. Numerical simulations are provided to validate the theoretical results and show that the filter scales to large networks.