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