| 李嘉浩,冯宇.基于系统级综合的分布式鲁棒最优滤波算法[J].高技术通讯(中文),2026,36(3):307~317 |
| 基于系统级综合的分布式鲁棒最优滤波算法 |
| A distributed robust optimal filtering algorithm based on system-level synthesis |
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| DOI：10. 3772 / j. issn. 1002 - 0470. 2026. 03. 009 |
| 中文关键词: 多目标滤波； 分布式滤波； 系统级综合； 动态平均 |
| 英文关键词: multi-objective filtering, distributed filtering, system-level synthesis, dynamic average |
| 基金项目: |
| 作者 | 单位 | | 李嘉浩 | （浙江工业大学信息工程学院杭州 310023） | | 冯宇 | |
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| 摘要点击次数: 38 |
| 全文下载次数: 31 |
| 中文摘要: |
| 考虑分布式系统存在高斯白噪声和有界功率干扰的情况，提出了一种针对线性时不变系统的鲁棒最优滤波算法。该方法在仅需保证系统整体能观的前提下，实现了高斯白噪声和有界功率干扰下的最优估计。具体包括，在系统级综合框架下，根据误差动力学的系统响应来描述估计性能，进而求得每个结点处的滤波器增益，并将各结点本地估计值与邻居结点进行足够多次数的动态平均，最终实现估计性能接近集中式估计器，并通过滤波器误差动力学稳定性分析以确保整体设计的合理性。最后通过数值算例验证了本文所提方法的有效性。 |
| 英文摘要: |
| This paper proposes a distributed robust optimal filtering algorithm for linear time-invariant systems subject to both white Gaussian noises and bounded-power disturbances. This method achieves the optimal estimation under bounded-power disturbances and Gaussian white noise on condition of the observability of the system. Under a system-level synthesis framework, the estimated performance is described based on the system response of error dynamics, and then the filter gain at any single node is obtained. Then local estimation results from all nodes are dynamically averaged among neighbor nodes for sufficient iterations to achieve estimation performance close to that of a centralized estimator. The stability of the filter is analyzed to ensure the rationality of the design and finally a numerical example is given to prove the effectiveness of the proposed algorithm. |
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