A variance‐constrained approach to event‐triggered distributed extended Kalman filtering with multiple fading measurements

Summary In this paper, a distributed extended Kalman filtering problem is studied for discrete‐time nonlinear systems with multiple fading measurements. To alleviate the network communication burden, the event‐triggered communication scheme is employed in both sensor‐to‐estimator channel and estimator‐to‐estimator channel. As such, the data transmission is executed only when the predefined event occurs. In addition, a set of independent random variables with known statistical properties is defined to represent the phenomenon of multiple fading measurements. The variance‐constrained approach is adopted to derive an upper bound for the estimation error covariance in consideration of the event‐triggered mechanism and truncated error by linearization. The filter gain for each node is then designed to minimize such an upper bound by recursively solving two Raccati‐like difference equations. By virtue of the stochastic stability theory, a sufficient condition is provided to guarantee the boundedness of the estimation error. Finally, a simulation example is presented to illustrate the feasibility and effectiveness of the proposed filtering algorithm.