A majorization inequality and its application to distributed Kalman filtering

DOI10.1016/j.automatica.2011.08.031zbMath1227.93118OpenAlexW2081542735WikidataQ61727765 ScholiaQ61727765MaRDI QIDQ646436

Simone Del Favero, Sandro Zampieri

Publication date: 17 November 2011

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2011.08.031

zbMATH Keywords

Kalman filtertrace inequalitydistributed estimationexpectation of matrix-valued random variables' productjump-Markov linear systemmajorization inequalityrandomized gossip

Mathematics Subject Classification ID

Related Items (3)

Optimal \((0, 1)\)-matrix completion with majorization ordered objectives ⋮ Some applications of a majorization inequality due to Bapat and Sunder ⋮ Distributed filtering over wireless sensor networks with parameter and topology uncertainties

Cites Work

• Distributed average consensus with least-mean-square deviation
• Communication constraints in the average consensus problem
• Fast linear iterations for distributed averaging
• Inequalities: theory of majorization and its applications
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