4 papers · 1 filter
An Autocovariance Least-Squares-Based Data-Driven Kalman Filter for Unknown Systems
Suyang Hu, Xiaoxu Lyu, Peihu Duan +2
This article investigates the problem of data-driven state estimation for linear systems with both unknown system dynamics and noise covariances. We propose an Autocovariance Least…
Performance Analysis of Distributed Filtering under Mismatched Noise Covariances
Xiaoxu Lyu, Guanghui Wen, Ling Shi +2
This paper systematically investigates the performance of consensus-based distributed filtering under mismatched noise covariances. First, we introduce three performance evaluation…
Distributed State Estimation for Discrete-Time Linear Systems over Directed Graphs: A Measurement Perspective
Xiaoxu Lyu, Guanghui Wen, Yuezu Lv +2
This paper proposes a novel consensus-based distributed filter over directed graphs under the collectively observability condition. The distributed filter is designed using an augm…
On the Effects of Modeling Errors on Distributed Continuous-time Filtering
Xiaoxu Lyu, Shilei Li, Dawei Shi +1
This paper offers a comprehensive performance analysis of the distributed continuous-time filtering in the presence of modeling errors. First, we introduce two performance indices,…