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In this paper, we consider the distributed robust filtering problem, where estimator design is based on a set of coupled linear matrix inequalities (LMIs). We separate the problem and show that the method of multipliers can be applied to…

Systems and Control · Computer Science 2015-12-08 Jingbo Wu , Li Li , Valery Ugrinovskii , Frank Allgöwer

This paper studies a distributed state estimation problem for both continuous- and discrete-time linear systems. A simply structured distributed estimator (comprising interconnected local estimators) is first described for estimating the…

Systems and Control · Electrical Eng. & Systems 2023-10-30 Lili Wang , Ji Liu , Brian B. O. Anderson , A. Stephen Morse

In this paper, we present a distributed estimation setup where local agents estimate their states from relative measurements received from their neighbours. In the case of heterogeneous multi-agent systems, where only relative measurements…

Systems and Control · Computer Science 2015-12-08 Jingbo Wu , Valery Ugrinovskii , Frank Allgöwer

This paper is concerned with the problem of distributed estimation for time-varying interconnected dynamic systems with arbitrary coupling structures. To guarantee the robustness of the designed estimators, novel distributed stability…

Systems and Control · Electrical Eng. & Systems 2022-06-02 Yuchen Zhang , Bo Chen , Li Yu , Daniel W. C. Ho

This paper studies a distributed estimation problem for time-varying/time-invariant large-scale interconnected systems (LISs). A fully distributed estimator is presented by recursively solving a distributed modified Riccati equation (DMRE)…

Systems and Control · Electrical Eng. & Systems 2024-11-12 Zhongyao Hu , Bo Chen , Jianzheng Wang , Daniel W. C. Ho , Wen-An Zhang , Li Yu

A novel approach to solve the problem of distributed state estimation of linear time-invariant systems is proposed in this paper. It relies on the application of parameter estimation-based observers, where the state observation task is…

Systems and Control · Electrical Eng. & Systems 2020-05-28 Romeo Ortega , Emmanuel Nuño , Alexei Bobtsov

This paper deals with the state estimation of linear time-invariant systems using distributed observers with local sampled-data measurement and aperiodic communication. Each observer agent perceives partial information of the system to be…

Systems and Control · Electrical Eng. & Systems 2024-06-11 Shimin Wang , Ya-Jun Pan , Martin Guay

This paper studies distributed edge weight synthesis of a cooperative system for a fixed topology to improve $H_{\infty}$ performance, considering that disturbances are injected at interconnection channels. This problem is cast into a…

Systems and Control · Electrical Eng. & Systems 2022-01-19 Baris Taner , Kamesh Subbarao

The paper considers the problem of cooperative estimation for a linear uncertain plant observed by a network of communicating sensors. We take a novel approach by treating the filtering problem from the view point of local sensors while the…

Systems and Control · Computer Science 2016-03-18 M. Zamani , V. Ugrinovskii

This paper considers the H\infty-optimal estimation problem for linear systems with multiple delays in states, output, and disturbances. First, we formulate the H\infty-optimal estimation problem in the Delay-Differential Equation (DDE)…

Optimization and Control · Mathematics 2020-04-10 Shuangshuang Wu , Sachin Shivakumar , Matthew M. Peet , Changchun Hua

H-infinity optimal control and estimation are addressed for a class of systems governed by partial differential equations with bounded input and output operators. Diffusion equations are an important example in this class. Explicit formulas…

Optimization and Control · Mathematics 2021-06-09 Carolina Bergeling , Kirsten A. Morris , Anders Rantzer

This paper proposes a state estimator for large-scale linear systems described by the interaction of state-coupled subsystems affected by bounded disturbances. We equip each subsystem with a Local State Estimator (LSE) for the…

Systems and Control · Computer Science 2013-09-10 Stefano Riverso , Marcello Farina , Riccardo Scattolini , Giancarlo Ferrari-Trecate

This paper introduces a novel recursive distributed estimation algorithm aimed at synthesizing input and state interval observers for nonlinear bounded-error discrete-time multi-agent systems. The considered systems have sensors and…

Systems and Control · Electrical Eng. & Systems 2024-09-21 Mohammad Khajenejad , Scott Brown , Sonia Martinez

This paper addresses the problem of robust process and sensor fault reconstruction for nonlinear systems. The proposed method augments the system dynamics with an approximated internal linear model of the combined contribution of known…

Systems and Control · Electrical Eng. & Systems 2023-04-12 Farhad Ghanipoor , Carlos Murguia , Peyman Mohajerin Esfahani , Nathan van de Wouw

This manuscript discusses a scalable controller synthesis method for networked systems with a large number of identical subsystems based on the H-infinity control framework. The dynamics of the individual subsystems are described by…

Optimization and Control · Mathematics 2020-09-10 Pieter Appeltans , Wim Michiels

This paper considers robust stability analysis of a large network of interconnected uncertain systems. To avoid analyzing the entire network as a single large, lumped system, we model the network interconnections with integral quadratic…

Optimization and Control · Mathematics 2016-11-17 Martin S. Andersen , Anders Hansson , Sina Khoshfetrat Pakazad , Anders Rantzer

State estimation for a class of linear time-invariant systems with distributed output measurements (distributed sensors) and unknown inputs is addressed in this paper. The objective is to design a network of observers such that the state…

Systems and Control · Electrical Eng. & Systems 2021-10-12 Guitao Yang , Angelo Barboni , Hamed Rezaee , Thomas Parisini

A simple method is proposed to estimate the instantaneous correlations between state variables in a hybrid system from the empirical correlations between observable market quantities such as spot rate, stock price and implied volatility.…

Computational Finance · Quantitative Finance 2023-07-10 Baron Law

Distributed linear control design is crucial for large-scale cyber-physical systems. It is generally desirable to both impose information exchange (communication) constraints on the distributed controller, and to limit the propagation of…

Systems and Control · Electrical Eng. & Systems 2021-03-31 Jing Yu , Yuh-Shyang Wang , James Anderson

This paper studies the distributed state estimation in sensor network, where $m$ sensors are deployed to infer the $n$-dimensional state of a linear time-invariant (LTI) Gaussian system. By a lossless decomposition of optimal steady-state…

Systems and Control · Electrical Eng. & Systems 2022-04-22 Jiaqi Yan , Xu Yang , Yilin Mo , Keyou You
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