A Note on Optimal Distributed State Estimation for Linear Time-Varying Systems

2025/10/21 by Irene Perez-Salesa, Perez-Salesa, Irene, Rodrigo Aldana‐López +3
Computer Science · Engineering · #Distributed Control Multi-Agent Systems #FOS: Electrical engineering #FOS: Mathematics #Optimization and Control (math.OC) #Stability and Control of Uncertain Systems #Systems and Control (eess.SY) #Target Tracking and Data Fusion in Sensor Networks #electronic engineering #information engineering

paper · pdf · doi:10.48550/arxiv.2510.18712

openalex publication_date 2025/10/21 · openalex created_date 2025/10/24 · openalex updated_date 2026/07/28

Abstract

In this technical note, we prove that the ODEFTC algorithm constitutes the first optimal distributed state estimator for continuous-time linear time-varying systems subject to stochastic disturbances. Particularly, we formally show that it is able to asymptotically recover the performance, in terms of error covariance of the estimates at each node, of the centralized Kalman-Bucy filter, which is known to be the optimal filter for the considered class of systems. Moreover, we provide a simple sufficient value for the consensus gain to guarantee the stability of the distributed estimator.

Related

• Distributed Kalman Filters with State Equality Constraints: Time-based and Event-triggered Communications
• Distributed exponential state estimation of linear systems over jointly connected switching networks
• Distributed Kalman Filter for A Class of Nonlinear Uncertain Systems: An Extended State Method
• Distributed Kalman Filter in a Network of Linear Dynamical Systems
• A Distributed Observer for a Continuous-Time Linear System with time-varying network