“…Such as the model in [
33] and [
34],
agents are involved, each of which has own observation to a discrete‐time system with additive noise and shares part of its observations with each other. Different from the one‐step predictor used by each agent in [
33, 34], we estimate the local information based on the common information at one time by innovatively constructing an augmented state, which is different from the augmented state used in [
37] where the delayed states are augmented to those without delay. Our contributions are mainly as follows: (i) The iterative equations of the common estimation, that is, the conditional expectation of the state based on the common information of all agents and the innovation of the local information are presented at one time; (ii) the structure of the team optimal decentralized estimation is provided by using the common estimation and innovation of the local information; (iii) a new method for team optimal decentralized estimation of the model as in [
33, 34] is given, which is effective in designing optimal controller.…”