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This paper investigates the H2 and H-infinity suboptimal distributedfiltering problems for continuous time linear systems. Consider a linear systemmonitored by a number of filters, where each of the filters receives only partof the measured output of the system. Each filter can communicate with theother filters according to an a priori given strongly connected weighteddirected graph. The aim is to design filter gains that guarantee the H2 orH-infinity norm of the transfer matrix from the disturbance input to the outputestimation error to be smaller than an a priori given upper bound, while alllocal filters reconstruct the full system state asymptotically. We provide acentralized design method for obtaining such H2 and H-infinity suboptimaldistributed filters. The proposed design method is illustrated by a simulationexample.

H2 and H-infinity Suboptimal Distributed Filter Design for Linear Systems