Distributed State Estimation With Colored Noises

被引：13

作者：

Luo, Yue ^{[1
]}

Zhou, Jiayu ^{[1
]}

Yang, Wen ^{[1
]}

机构：

[1] East China Univ Sci & Technol, Key Lab Smart Mfg Energy Chem Proc, Minist Educ, Shanghai 200237, Peoples R China

来源：

IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS II-EXPRESS BRIEFS | 2022年 / 69卷 / 06期

基金：

中国国家自然科学基金;

关键词：

Colored noise; Sensors; Wireless sensor networks; White noise; State estimation; Kalman filters; Convergence; colored noise; Kalman filter; distributed network; augmented matrix; ACTIVATION; SYSTEMS;

D O I：

10.1109/TCSII.2021.3136184

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

Most of the existing studies mainly consider the process and measurement noise as Gaussian white noises, while a large number of systems are influenced by colored noises in the practical applications. In this brief, a distributed state estimator with colored noises is proposed. Since every moment of colored noise sequence is related, we first make the colored noises equivalent to Gaussian white noises by augmenting the state matrix. Then, we design a state estimator with colored noises, and further analyze the convergence property of the estimation error covariance. Ultimately, simulation results indicate that the designed distributed state estimator can effectively address colored noises and ensure high accuracy and performance of state estimation, and demonstrate the relationship between colored noise parameters and estimation performance as well.

引用

页码：2807 / 2811

页数：5

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