Distributed Consensus Filtering Over Sensor Networks With Asynchronous Measurements

ABSTRACT In practical sensor networks, sensor nodes may operate with different sampling periods and initial sampling time instants, and their observations may also be nonuniform. Unfortunately, the research on distributed state estimation problems over such asynchronous sensor networks is very limited. Thus, this article focuses on the distributed consensus filtering problem over sensor networks with asynchronous measurements. First, the asynchronous measurement from each sensor is synchronized by the continuous‐time state evolution equation to a unified filtering fusion time instant within a given filtering period. After measurement synchronization, the statistical characteristics of measurement noise change. The cross‐correlations between the converted measurement noises are analyzed, as well as one‐step correlations between the converted measurement noises and the process noise. Second, an optimal asynchronous distributed consensus filter is designed based on synchronization measurements under the criterion of minimum mean‐square error with the above correlations between various types of noises taken into account. Meanwhile, a suboptimal distributed consensus filtering algorithm is further proposed to reduce computational complexity. Finally, based on the Lyapunov function method, the stability of the estimation error is theoretically demonstrated with an appropriate selection of consensus filtering gain and validated through simulations.