I. Introduction
State estimation has always attracted considerable interest due to its applications in smart grids, target tracking, health detection, and other fields. In recent decades, various results have emerged to achieve estimation purposes [1], [2], [3], [4]. The well-known Kalman filter applies the minimum mean square error (MMSE) as the optimization criterion, which is used to process linear Gaussian systems. So far, distributed estimation approaches over sensor networks have become hot topics with the rapid rise of wireless communication technology, see [5], [6], [7], [8], [9], [10], [11]. Sensors over a sensor network perform local estimation by sharing information with their neighbors.