%A SUN Yibing, FU Minyue, WANG Bingchang, ZHANG Huanshui
%T Distributed state estimation algorithm for large-scale dynamic systems
%0 Journal Article
%D 2016
%J Journal of Shandong University(Engineering Science)
%R 10.6040/j.issn.1672-3961.0.2016.095
%P 62-68
%V 46
%N 6
%U {http://gxbwk.njournal.sdu.edu.cn/CN/abstract/article_1479.shtml}
%8 2016-12-20
%X The problem of distributed state estimation over discrete-time large-scale dynamic systems was studied. The system was divided into some subsystem, and based on the local measurement and the information received from its neighbors, each subsystem utilized the proposed algorithm to estimate its local state, which reduced the dimension of the state vector, and enjoyed low computational complexity and communication load. This algorithm was run independently and in parallel to effectively reduce the overall execution time. By weakening the constraint condition, the mathematical induction was used to prove that the state estimation and prediction error covariance matrices obtained from this algorithm were positive definite. The rank criterion of system observability together with the inequality technique were utilized to prove that error covariance matrices had upper bounds and the upper bounds were also existence and bounded, which supported the feasibility of this algorithm in applications. At last, simulations of an example were provided to demonstrate the main results.