On Kalman-Consensus Filtering With Random Link Failures Over Sensor Networks

This paper is concerned with the distributed state estimation problem over wireless sensor networks. The communication links are unreliable that are subject to random link failures modeled as a set of independent Bernoulli processes. To estimate the plant state collaboratively, a Kalman-consensus filtering approach is developed where the sensors spread the local information obtained from the Kalman filtering algorithm by performing a consensus of the inverse covariance matrices at each time instant. Sufficient conditions for the stochastic boundedness of the Kalman-consensus filter are established. It is shown that the filtering performance is directly influenced by the network connectivity and the collective observability. A numerical example is illustrated to verify the proposed results.