Distributed order estimation for continuous-time stochastic systems  

作　　者：Xinghua Zhu Zhixin Liu Xiaoming Hu 

机构地区：[1]Key Laboratory of Systems and Control,Academy of Mathematics and Systems Science,Beijing 100190,China [2]School of Mathematical Sciences,University of Chinese Academy of Sciences,Beijing 100190,China [3]Department of Mathematics,KTH Royal Institute of Technology,Stockholm 10044,Sweden

出　　处：《Control Theory and Technology》2024年第3期406-418,共13页控制理论与技术（英文版）

基　　金：supported by the National Key R&D Program of China(No.2018YFA0703800);the Natural Science Foundation of China(No.T2293770);the Strategic Priority Research Program of Chinese Academy of Sciences(No.XDA27000000);the National Science Foundation of Shandong Province(No.ZR2020ZD26).

摘　　要：In this paper,we investigate the distributed estimation problem of continuous-time stochastic dynamic systems over sensor networks when both the system order and parameters are unknown.We propose a local information criterion(LIC)based on the L_(0)penalty term.By minimizing LIC at the diffusion time instant and utilizing the continuous-time diffusion least squares algorithm,we obtain a distributed estimation algorithm to simultaneously estimate the unknown order and the parameters of the system.By dealing with the effect of the system noises and the coupling relationship between estimation of system orders and parameters,we establish the almost sure convergence results of the proposed distributed estimation algorithm.Furthermore,we give a simulation example to verify the effectiveness of the distributed algorithm in estimating the system order and parameters.

关 键 词：Stochastic differential equations Sensor networks Distributed order estimation Cooperative excitation condition.Convergence 

分 类 号：TP27[自动化与计算机技术—检测技术与自动化装置]