Fan et al. (Ann Stat 47(6):3009–3031, 2019) constructed a distributed principal component analysis (PCA) algorithm to reduce the communication cost between multiple servers significantly. However, their algorithm’s guarantee is only for sub-Gaussian data. Spurred by this deficiency, paper enhances effectiveness of PCA utilizing robust covariance matrix estimators Minsker 46(6A):2871–2903, 2018)...

We propose a protocol for distributed state estimation, where distributed observers share their state estimation information through bounded-delay channels. A synchronized truncation strategy is proposed to further reduce the space and time complexity. An example is provided to illustrate the proposed distributed state-estimation protocol.