Consensus-Based Distributed Estimation in the Presence of Heterogeneous, Time-Invariant Delays

Classical distributed estimation scenarios typically assume timely and reliable exchanges of information over the sensor network. This paper, in contrast, considers single time-scale distributed estimation via a sensor network subject to transmission time-delays. The proposed discrete-time networked estimator consists of two steps: (i) consensus on (delayed) a-priori estimates, and (ii) measurement update. The sensors only share their a-priori estimates with their out-neighbors over (possibly) time-delayed transmission links. The delays are assumed to be fixed over time, heterogeneous, and known. We assume distributed observability instead of local observability, which significantly reduces the communication/sensing loads on sensors. Using the notions of augmented matrices and Kronecker product, the convergence of the proposed estimator over strongly-connected networks is proved for a specific upper-bound on the time-delay.