A majorization inequality and its application to distributed Kalman filtering (Q646436)

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A majorization inequality and its application to distributed Kalman filtering
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    A majorization inequality and its application to distributed Kalman filtering (English)
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    17 November 2011
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    majorization inequality
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    trace inequality
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    expectation of matrix-valued random variables' product
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    jump-Markov linear system
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    distributed estimation
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    Kalman filter
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    randomized gossip
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