Stability Analysis of Distributed Fusion Estimation Algorithm for Complex Networked Systems

In this paper, the stability of the matrix-weighted distributed fusion (MWDF) estimation algorithm is analyzed for complex networked systems with different uniformly sampling rates, time delays and fading measurement rates. First, the MWDF estimation algorithm is reformulated. Then, the asymptotic stability and steady-state property of local estimator are proven under the proper conditions. Furthermore, the period steady-state properties of the local estimator, cross-covariance matrices, and MWDF estimator are proven. Finally, a numerical example is given to illustrate the period-stability property of the MWDF estimator.