Delay-Tolerant Consensus-based Distributed Estimation: Full-Rank Systems with Potentially Unstable Dynamics

Classical distributed estimation scenarios typically assume timely and reliable exchange of information over the multi-agent network. This paper, in contrast, considers single time-scale distributed estimation of (potentially) unstable full-rank dynamical systems via a multi-agent network subject to transmission time-delays. The proposed networked estimator consists of two steps: (i) consensus on (delayed) a-priori estimates, and (ii) measurement update. The agents only share their a-priori estimates with their in-neighbors over time-delayed transmission links. Considering the most general case, the delays are assumed to be time-varying, arbitrary, unknown, but upper-bounded. In contrast to most recent distributed observers assuming system observability in the neighborhood of each agent, our proposed estimator makes no such assumption. This may significantly reduce the communication/sensing loads on agents in large-scale, while making the (distributed) observability analysis more challenging. Using the notions of augmented matrices and Kronecker product, the geometric convergence of the proposed estimator over strongly-connected networks is proved irrespective of the bound on the time-delay. Simulations are provided to support our theoretical results.