Skip to main content

Comparison of Several Filtering Methods for Linear Multi-agent Systems with Local Unknown Parametric Couplings

  • Chapter
  • First Online:
Kalman Filtering and Information Fusion
  • 1625 Accesses

Abstract

In this chapter, several filtering methods for multi-agent systems with coupling uncertainties are investigated. The considered multi-agent system is composed of many agents, each of which evolves with a discrete-time stochastic linear time-varying dynamics, and each agent will be locally influenced by its neighbor agents. So the states evolution of each agent is not only related with its previous states but also related with its neighbors’ previous states. Every agent can only observe its own measurements (outputs) and its neighbor agents’ outputs, while the states are invisible to any agent because of communication limitations existing in the considered multi-agent system. We suppose that each agent has a priori knowledge on the structure of itself and its neighbors, that is to say, the coefficient matrices occurred in the individual dynamic system are available for use by the agent itself and those agents who have interactions with the agent. Because of the information constraints, without knowing the coupling gains of the local interactions, it is not easy for each agent to estimate its states by traditional Kalman filter or other state observers. For the wide applications of multi-agent systems and the existence of coupling uncertainties in many practical applications, the problem of decentralized filtering of multi-agent systems is more important; this chapter introduces one general framework of multi-agent systems for convenience of filtering studies. For the considered coupled linear discrete-time multi-agent system with uncertain linear local couplings, based on the key idea of state augmentation and the certainty equivalence principle borrowed from the area of adaptive control, we introduce several filtering methods to resolve the fundamental problem considered in this chapter. By conducting extensive simulations, the consuming time and estimation errors of every method are compared for one typical example, which suggests which method is more precise and fast.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 139.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 179.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 179.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. J.H. Holland, Hidden Order: How Adaptation Builds Complexity (Addison-Wesley, New York, 1996)

    Google Scholar 

  2. M.M. Waldrop, Complexity: The Emerging Science at the Edge of Order and Chaos (Touchstone Books, New York, 1993)

    Google Scholar 

  3. M. Gell-Mann, The Quark and the Jaguar, Adventures in the Simple and the Complex (W. H. Freeman and Company, New York, 1994)

    Book  Google Scholar 

  4. X.P. Liu, Y.M. Tang, L.P. Zheng, Survey of complex system and complex system simulation. J. Syst. Simul. 20(23), 6303–6315 (2008)

    Google Scholar 

  5. G. Schweitzer, What do we expect from intelligent robots?, in Proceedings 1999 IEEE/RSJ International Conference on Intelligent Robots and Systems. Human and Environment Friendly Robots with High Intelligence and Emotional Quotients, vol. 3 (IEEE, 1999), pp. 1271–1278

    Google Scholar 

  6. E.L. Hall, S.M.A. Ali, M. Ghaffari, Engineering Robust Intelligent Robots, vol. 7539 (SPIE - The International Society for Optical Engineering, 2010), pp. 753904–753918

    Google Scholar 

  7. L.T. Lin, H.J. Huang, J.M. Lin, A new intelligent traffic control system for Taiwan, in 2009 9th International Conference on Intelligent Transport Systems Telecommunications (2009), pp. 138–142

    Google Scholar 

  8. A.K. Noor, S.L. Venneri, Ise: Intelligent synthesis environment for future aerospace systems. IEEE Aerosp. Electron. Syst. Mag. 23(4), 31–44 (2008)

    Article  Google Scholar 

  9. T. Al-Kanhal, M. Abbod, Multi-agent system for dynamic manufacturing system optimization. Lect. Notes Comput. Sci. 5103(3), 634–643 (2008)

    Article  Google Scholar 

  10. R. Lukomski, K. Wilkosz, Modeling of multi-agent system for power system topology verification with use of petri nets, in 2010 Modern Electric Power Systems (2010), pp. 1–6

    Google Scholar 

  11. H.B. Ma, S.S. Ge, K.Y. Lum, WLS-based partially decentralized adaptive control for coupled ARMAX multi-agent dynamical system, in Proceedings of the 2009 American Control Conference (ACC2009) (St. Louis, Missouri, USA, 2009), pp. 10–12

    Google Scholar 

  12. H.B. Ma, Decentralized adaptive synchronization of a stochastic discrete-time multi-agent dynamic model. SIAM J. Control. Optim. 48(2), 859–880 (2009). Published February 25, 2009

    Google Scholar 

  13. H.B. Ma, C.G. Yang, M.Y. Fu, Decentralized adaptive control of discrete-time multi-agent systems, in Discrete Time Systems, ed. by M.A. Jordan, chap. 14 (Vienna, Austria: I-Tech Education and Publishing, 2011), pp. 229–254

    Google Scholar 

  14. J.K. Liu, L.J. Er, Overview of application of multiagent technology. Control Decis. 16(2), 133–140+180 (2001)

    Google Scholar 

  15. Y.S. Gao, J. Zhao, H.G. Cai, Multi-agent based multi-robot network control architecture. Comput. Eng. 32(22), 14–16 (2006)

    Google Scholar 

  16. L.H. Chen, G.L. Zhang, J. Zeng, H.T. Song, Research on multi-robot control based on multi-agent. Microcomput. Inf. 23, 180–181 (2009)

    Google Scholar 

  17. Z.S. Yang, J.P. Sun, C.X. Yang, Multi-agent urban expressway control system based on generalized knowledge-based model, in Proceedings of the 2003 IEEE International Conference on Intelligent Transportation Systems, vol. 2 (Shanghai, China) (IEEE, 2003), pp. 1759–1763

    Google Scholar 

  18. X.J. Kong, G.J. Shen, Y.X. Sun, Dynamic intelligent coordinated control with arterial traffic based on multi-agent. J. PLA Univ. Sci. Technol. (Nat. Sci. Ed.) 11(5), 544–550 (2010)

    Google Scholar 

  19. J.C. Guo, H. Shi, A.D. Cao, Design and implementation of distributed multi-agent expert system. Comput. Meas. Control 12(8), 717–719 (2004)

    Google Scholar 

  20. J.K. Liu, S.Q. Wang, The integrated research of intelligent cad design based on multiagent system. Comput. Eng. Des. 3, 1–5 (2000)

    Google Scholar 

  21. R. E. Kalman, “A new approach to linear filtering and prediction problems,” Transactions of the ASME - Journal of Basic Engineering, vol. 82 (Series D), pp. 35–45, 1960

    Google Scholar 

  22. D. Simon, Optimal State Estimation (Wiley and Sons Inc, New Jersey, 2006)

    Book  Google Scholar 

  23. J. Wang, Q.H. Liang, K. Liang, A new extended Kalman filter based carrier tracking loop, in Proceedings - 2009 3rd IEEE International Symposium on Microwave, Antenna, Propagation and EMC Technologies for Wireless Communications (IEEE, 2009), pp. 1181–1184

    Google Scholar 

  24. T.C. Li, Analysis of inertial navigation system errors from van testing using an optimal Kalman filter/smoother, in PLANS 2004. Position Location and Navigation Symposium (2004), pp. 120–128

    Google Scholar 

  25. K.K. Choi, B.F. Thompson, Adaptive measurement covariance for multi-input Kalman filter-based spacecraft navigation. Adv. Astronaut. Sci. 163–171 (2008)

    Google Scholar 

  26. B.M. Quine, A derivative-free implementation of the extended Kalman filter. Automatica 42(11), 1927–1934 (2006)

    Article  MathSciNet  Google Scholar 

  27. S.J. Julier, J.K. Uhlmann, Unscented filtering and nonlinear estimation. Proc. IEEE 92(3), 401–422 (2004)

    Article  Google Scholar 

  28. J.Y. Keller, Optimal two-stage Kalman filter in the presence of random bias. Automatica 33(9), 1745–1748 (1997)

    Article  MathSciNet  Google Scholar 

  29. H.Z. Qiu, Solution of two-stage Kalman filter. Control Theroy Appl. 152(2), 152–156 (2005)

    Article  Google Scholar 

  30. M. Ignagni, Optimal and suboptimal separate-bias Kalman estimators for a stochastic bias. Autom. Control 45(3), 547–551 (2000)

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Hongbin Ma .

Rights and permissions

Reprints and permissions

Copyright information

© 2020 Science Press

About this chapter

Check for updates. Verify currency and authenticity via CrossMark

Cite this chapter

Ma, H., Yan, L., Xia, Y., Fu, M. (2020). Comparison of Several Filtering Methods for Linear Multi-agent Systems with Local Unknown Parametric Couplings. In: Kalman Filtering and Information Fusion. Springer, Singapore. https://doi.org/10.1007/978-981-15-0806-6_13

Download citation

Publish with us

Policies and ethics