Distributed consensus-based filter for linear systems with random transmission delays and packet dropouts

This paper is to develop a new distributed estimation technique for linear systems with network induced delays and packet dropouts. A set of random variables are utilized to model the random delay phenomena occurring in the channels from the system to the sensors. And the consensus weights are assumed to be known. A distributed sub-optimal filter is presented by minimizing an upper bound on a quadratic filter cost. The solutions to the filter gains in each sensor are given in terms of a set of generalized couple Riccati equations.