The optimal distributed filtering for the coupled systems with random delay

The interactions between subsystems are important for large-scale systems, which render the whole system highly nonlinear. In this paper, we address the optimal distributed filtering problem for a kind of local strongly coupled systems. The coupled systems interact by communication in which there are random delays and data dropouts. First, we conduct a strongly coupled system with communication between the nodes. Applying the standard Kalman filter design procedures to such systems is difficult because of transmission delay and intermittent communication. Then, we use the stochastic theory and state augmentation technique for the proposed systems. We present the optimal filtering problem in terms of the full system dynamics. Finally, the numerical simulations show the effectiveness of the filtering method proposed.