Consensus optimization approach for distributed Kalman filtering: performance recovery of centralized filtering with proofs

DOI10.1016/J.AUTOMATICA.2022.110843zbMath1507.93239arXiv2208.09328MaRDI QIDQ6408288

Publication date: 19 August 2022

Filtering in stochastic control theory (93E11) Applications of mathematical programming (90C90) Linear systems in control theory (93C05)

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