Consensus-based distributed receding horizon estimation of sensor networks

This paper is concerned with the consensus-based distributed receding horizon estimation (RHE) problem of sensor networks. Firstly, a distributed optimization problem is formulated for each sensor node based on its state and its neighboring information. The explicit solution to each optimization problem is provided, based on which the consensus-based distributed RHE algorithm is designed. The sufficient condition under which the state estimates of all the sensor nodes can reach robust consensus is developed. We show that, under the designed consensus-based estimator, the estimation error of each sensor node converges to a set.