Stability of estimators for linear systems

摘要

The stability of distributed estimators in the limit as time goes to infinity is examined. A counterexample is given to show that standard stability requirements on the global system and the local filters are not sufficient to guarantee that covariance of the error between the actual state and the estimate remains finite in the limit. Sufficient conditions for uniformly bounded error covariance are presented, and in a special case, necessary and sufficient conditions are given.