Team optimal decentralized estimation by multiple agents with asymmetric information

Abstract

In this paper, we are concerned with the team optimal decentralized state estimation problem where the state is transmitted to a remote agent with packet dropouts and is observed by local agents with additive noises. In particular, the information of the remote agent is available to all local agents with hierarchical relationships, which leads to an asymmetric information structure. The main contribution is to derive the analytical expressions for the team optimal decentralized state estimation. Different from the existing decentralized estimation results, the novelty of the paper is to comprehensively investigate the influence of packet dropouts and additive noises, which occur frequently in networked control systems.