Asynchronous distributed state estimation for continuous-time stochastic processes

DOI10.2478/AMCS-2013-0025MaRDI QIDQ2872866zbMATH OpenOpenAlexFDO

Authors Zdzisław Kowalczuk, Mariusz Domżalski

Publication date 16 January 2014

Published in International Journal of Applied Mathematics and Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2478/amcs-2013-0025

zbMATH Keywords

continuous-time stochastic processesdistributed systemsKalman filteringstate estimation

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

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Cites work

• Asynchronous distributed state estimation based on a continuous-time stochastic model
• Asynchronous distributed state estimation based on covariance intersection
• Diffusion Strategies for Distributed Kalman Filtering and Smoothing
• Distributed scheduling of sensor networks for identification of spatio-temporal processes
• Estimation under unknown correlation: covariance intersection revisited
• scientific article; zbMATH DE number 51724 (Why is no real title available?)
• scientific article; zbMATH DE number 1314977 (Why is no real title available?)
• Itô–Volterra Optimal State Estimation With Continuous, Multirate, Randomly Sampled, and Delayed Measurements
• Optimal asynchronous estimation of 2D Gaussian-Markov processes
• Optimal reconstruction of ARMA signals with decimated samples under corrupting noise by use of multirate Kalman filter
• Sensor network scheduling for identification of spatially distributed processes
• SOI-KF: Distributed Kalman Filtering With Low-Cost Communications Using the Sign of Innovations
• Tracking of multiple maneuvering targets in clutter using IMM/JPDA filtering and fixed-lag smoothing

Cited in

(9)

• Fusion of multiple estimates by covariance intersection: why and how it is suboptimal
• Asynchronous distributed state estimation based on covariance intersection
• Partially asynchronous co-state prediction algorithm
• State estimation for asynchronous multirate multisensor nonlinear dynamic systems with missing measurements
• The modeling and estimation of asynchronous multirate multisensor dynamic systems
• Diffusion event-triggered sequential asynchronous state estimation algorithm for stochastic multiplicative noise systems
• Asynchronous distributed state estimation based on a continuous-time stochastic model
• Optimal asynchronous estimation of 2D Gaussian-Markov processes
• State estimation for asynchronous sensor systems with Markov jumps and multiplicative noises

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