Discrete Riccati equation solutions: Distributed algorithms (Q1354715)

There are two major approaches to obtain the Riccati equation solution required for state estimation in multisensor systems: The centralized approach, which requires large communication bandwidth for raw measurement transmission between the local subsystems and the processor where the estimation algorithm is implemented. The distribution approach, where data obtained from different sensors subsystems are processed locally and the results are transmitted to the central processor. The authors introduce the new distributed algorithms for the solution of the discrete Riccati equation. These algorithms are based on the distributed Kalman and distributed linear Lainiotis filters.