Distributed State Estimation for Nonlinear Networked System with Correlated Noises

In this paper, the problem of distributed state estimation for nonlinear networked system with correlated noises is investigated. First, a distributed weighted consensus-based cubature information filtering algorithm is designed, of which the goal is to achieve accurate estimated states with the presence of correlated noises in a fully distributed fashion. Then based on the statistical linear approximation method, it is further proved that, the estimated states of the proposed filtering algorithm are consistent. Finally, the improved performance of the proposed filtering algorithm are confirmed by the numerical simulation.