Distributed cubature information filtering based on weighted average consensus

In this paper, the distributed state estimation (DSE) problem for a class of discrete-time nonlinear systems over sensor networks is investigated. First, based on weighted average consensus, a new DSE algorithm named distributed cubature information filtering (DCIF) algorithm is developed to address the high-dimensional nonlinear DSE problem. The proposed filtering algorithm not only has such advantages as easy initialization and less computation burden, but also possesses the guaranteed stability regardless of consensus steps. Moreover, it is proved that the corresponding estimation is consistent, and its mean-squared estimation errors are exponentially bounded. Finally, numerical simulations are given to verify the effectiveness of DCIF.