Distributed order estimation for continuous-time stochastic systems
Xinghua Zhu1
Zhixin Liu1
Xiaoming Hu2
1.Key Laboratory of Systems and Control,Academy of Mathematics and Systems Science,Beijing 100190,China;School of Mathematical Sciences,University of Chinese Academy of Sciences,Beijing 100190,China2.Department of Mathematics,KTH Royal Institute of Technology,Stockholm 10044,Sweden
摘要：In this paper,we investigate the distributed estimation problem of continuous-time stochastic dynamic systems over sensor networks when both the system order and parameters are unknown.We propose a local information criterion(LIC)based on the L0 penalty term.By minimizing LIC at the diffusion time instant and utilizing the continuous-time diffusion least squares algorithm,we obtain a distributed estimation algorithm to simultaneously estimate the unknown order and the parameters of the system.By dealing with the effect of the system noises and the coupling relationship between estimation of system orders and parameters,we establish the almost sure convergence results of the proposed distributed estimation algorithm.Furthermore,we give a simulation example to verify the effectiveness of the distributed algorithm in estimating the system order and parameters.
机标关键词：distributedsystemsordercontinuous-timeestimationstochastic
论文发表日期：2024-08-05
在线出版日期：2025-08-15（本平台首次上网日期，不代表文献的发表时间）
页数：13( 406-418 )
英文信息