Distributed H_2/H_∞ filtering over infinite horizon

摘要

This paper studies distributed H-2/H filtering problem with the aid of neighbors' information. It is assumed that there are both bounded power uncertainty and stochastic white noise in the model of the considered system. A 2-step design approach is proposed to calculate the observer gain and the coupling gain in the proposed observers. In order to reduce the computation load of solving coupled matrix equations, a simplified design procedure is also proposed. Simulation of 2 examples shows the effectiveness of the proposed filter design procedure.