Distributed Kalman Filtering Over Massive Data Sets: Analysis Through Large Deviations of Random Riccati Equations
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Publication:2978741
DOI10.1109/TIT.2015.2389221zbMath1359.94123arXiv1402.0246MaRDI QIDQ2978741
Shuguang Cui, Soummya Kar, H. Vincent Poor, José M. F. Moura, Di Li
Publication date: 28 April 2017
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1402.0246
62M20: Inference from stochastic processes and prediction
60G35: Signal detection and filtering (aspects of stochastic processes)
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
62B10: Statistical aspects of information-theoretic topics
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