On the Distributed Estimation from Relative Measurements: a Graph-Based Convergence Analysis

Abstract: For a multi-agent system state estimation resting upon noisy measurements constitutes a problem related to several application scenarios. Adopting the standard least-squares approach, in this work we derive both the (centralized) analytic solution to this issue and two distributed iterative schemes, which allow to establish a connection between the convergence behavior of consensus algorithm toward the optimal estimate and the theory of the stochastic matrices that describe the network system dynamics. This study on the one hand highlights the role of the topological links that define the neighborhood of agent nodes, while on the other allows to optimize the convergence rate by easy parameter tuning. The theoretical findings are validated considering different network topologies by means of numerical simulations.