Globally optimal distributed Kalman filtering fusion

DOI10.1007/s11432-011-4538-7zbMath1245.94046OpenAlexW2039315831MaRDI QIDQ439751

Enbin Song, Xiaojing Shen, Yunmin Zhu, Yingting Luo

Publication date: 17 August 2012

Published in: Science China. Information Sciences (Search for Journal in Brave)

Full work available at URL: http://engine.scichina.com/doi/10.1007/s11432-011-4538-7

zbMATH Keywords

feedbackKalman filteringcross-correlated sensor measurement noisesdistributed estimation fusionout-of-sequence measurementsrandom Kalman filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items

Sequential fusion estimation for clustered sensor networks, Distributed fusion filtering in networked systems with random measurement matrices and correlated noises, Quadratic estimation problem in discrete-time stochastic systems with random parameter matrices, Optimal linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications, Optimal state estimation for networked systems with random parameter matrices, correlated noises and delayed measurements

Uses Software

• SeDuMi
• YALMIP

Cites Work

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