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This paper extends the results of [13] on distributed state predictions to state filtering for a networked system. An observer is constructed which has a structure similar to that of the plant, and a recursive formula is derived for its optimal update gain matrix. This estimator inherits almost all advantages of the one-step predictor, which include that it utilizes only local system output measurements...
A new recursive state estimation procedure is derived for a networked system. This estimation utilizes only local system output, can be easily realized in a distributed way, and can be simply scaled to systems with a large amount of subsystems. It is proved that when estimation error variances are adopted in performance comparisons, the optimal gain matrix is usually unique. Recursive and explicit...
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