Minimum-variance unbiased unknown input and state estimation for multi-agent systems with direct feedthrough by using distributed cooperative filters

Abstract

This paper addresses the problem of simultaneous estimation of unknown inputs and states in multi-agent systems with direct feedthrough. A group of cooperative distributed recursive filters, in the sense of minimum-variance unbiased (MVU), is developed, where the estimations of the unknown input and state are interconnected. Theoretical and numerical analyses show that the existing condition of the proposed filters is significantly relaxed compared with that of the conventional decentralized filters.