State estimation in a decentralized discrete time LQG control for a multisensor system

In the paper a state filtration in a decentralized discrete time Linear Quadratic Gaussian problem formulated for a multisensor system is considered. Local optimal control laws depend on global state estimates and are calculated by each node. In a classical centralized information pattern the global state estimators use measurements data from all nodes. In a decentralized system the global state estimates are computed at each node using local state estimates based on local measurements and values of previous controls, from other nodes. In the paper, contrary to this, the controls are not transmitted between nodes. It leads to nonconventional filtration because the controls from other nodes are treated as random variables for each node. The cost for the additional reduced transmission is an increased filter computation at each node.