Globally optimal distributed Kalman filtering fusion

DOI10.1007/S11432-011-4538-7zbMATH Open1245.94046OpenAlexW2039315831MaRDI QIDQ439751FDOQ439751

Enbin Song, Xiaojing Shen, Yunmin Zhu, Yingting Luo

Publication date: 17 August 2012

Published in: Science China Information Sciences (Search for Journal in Brave)

Full work available at URL: http://engine.scichina.com/doi/10.1007/s11432-011-4538-7

zbMATH Keywords

Kalman filteringfeedbackcross-correlated sensor measurement noisesdistributed estimation fusionout-of-sequence measurementsrandom Kalman filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cites Work

• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
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• Dynamic system identification. Experiment design and data analysis
• The interacting multiple model algorithm for systems with Markovian switching coefficients
• The optimality for the distributed Kalman filtering fusion with feedback
• Optimal Centralized Update With Multiple Local Out-of-Sequence Measurements
• Globally Optimal Distributed Kalman Fusion With Local Out-of-Sequence-Measurement Updates
• Optimal update with out-of-sequence measurements
• Globally optimal flight path update with adding or removing out-of-sequence measurements
• Parameter estimation and the CRLB with uncertain origin measurements
• Optimal linear estimation fusion. I. Unified fusion rules
• On the track-to-track correlation problem
• Kalman filtering with real-time applications
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• Optimal Kalman filtering fusion with cross-correlated sensor noises
• Multiple-model estimation with variable structure. II: Model-set adaptation
• Decentralized structures for parallel Kalman filtering
• Measurement correlation for multiple sensor tracking in a dense target environment
• Optimal estimation of linear discrete-time systems with stochastic parameters
• Linear minimum variance estimation fusion

Cited In (7)

• Sequential fusion estimation for clustered sensor networks
• The optimality for the distributed Kalman filtering fusion with feedback
• Distributed fusion filtering in networked systems with random measurement matrices and correlated noises
• Optimal state estimation for networked systems with random parameter matrices, correlated noises and delayed measurements
• Optimal linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications
• Anti-delay Kalman filter fusion algorithm for inter-vehicle sensor network with finite-step convergence
• Quadratic estimation problem in discrete-time stochastic systems with random parameter matrices

Uses Software

• SeDuMi
• YALMIP

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