Distributed Estimation for Interconnected Systems With Arbitrary Coupling Structures

This paper is concerned with the problem of distributed estimation for time-varying interconnected systems with arbitrary coupling structures. A distributed stability condition requiring only the information from each subsystem and its neighbors is proposed to guarantee the stability of the designed distributed estimator. Then, a simplified condition without the real-time exchange of estimator gains is further proposed to reduce the communication burden. Under distributed stability constraints, the optimal estimator gain is designed by solving a convex optimization problem. Notice that the involved convex optimization problem can be easily solved by standard software packages because the constraints can be transformed into linear matrix inequalities. It is also shown that the designed distributed estimator is scalable for adding or subtracting subsystems. Finally, an illustrative example of a three-tank interconnected system is employed to show the effectiveness of the proposed methods.