Decentralized H_∞Robust Filtering Algorithm Based on Federated Filter Structure

The decentralized H_∞robust filtering algorithm based on federated filter structure is deeply investigated. By studying the H_∞filter structure and its robustness mechanism,a series of H_∞robust information filtering formulas are presented,on which a set of simple and practicable federated H_∞robust filtering algorithms are also built.Compared with conventional federated Kalman filter,it only adds a robustness step,which equals to a sort of federated Kalman filtering algorithm in Krein space.Finally,four structures of the algorithm and the corresponding performance are analyzed.The simulation results proves the effectiveness and feasibility of the proposed algorithm.