Distributed Estimation for Stochastic Hamiltonian Systems With Fading Wireless Channels.

Abstract

This article introduces a distributed estimator design problem for the stochastic Hamiltonian systems under fading wireless channels. The phenomenon that the channel outputs are related to the target state and the estimation of the adjacent state is considered to facilitate the implementation of distributed state estimation. Furthermore, the fixed undirected graph simplifies the analysis of the system. By resorting to fading channels and the graph theory, the main goal of the addressed problem is to design estimators to estimate the target state of the Hamiltonian system and guarantee the exponential stability in the mean-square sense of the estimation system. Based on the stochastic analysis method and the structural properties of the Hamiltonian system, sufficient conditions are obtained for the existence of the designed estimator gain for each sensor. Two examples are given to indicate the effectiveness of the theoretical claim.