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.