This technical note studies the distributed estimation problem for a continuous-time moving target under switching interconnection topologies. A recursive distributed estimation algorithm is proposed by using state-consensus strategy, where a common gain is assigned to adjust the innovative and state-consensus information for each sensor in the network. Under mild conditions on observability and connectivity, the stability of the distributed estimation algorithm is analyzed. An upper bound and lower bound for the total mean square estimation error (TMSEE) are obtained by virtue of the common Lyapunov method and Kalman-Bucy filtering theory, respectively. Then a numerical simulation is given to verify the effectiveness of the proposed algorithm.
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Zhou et al. (2013) studied this question.
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