Globally optimal distributed Kalman filtering fusion

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

Authors Xiaojing Shen, Yingting Luo, Yunmin Zhu, Enbin Song 

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)

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Cites work

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• scientific article; zbMATH DE number 3997615 (Why is no real title available?)
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• Kalman filtering with real-time applications
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• On the track-to-track correlation problem
• Optimal Centralized Update With Multiple Local Out-of-Sequence Measurements
• Optimal Kalman filtering fusion with cross-correlated sensor noises
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• Optimal update with out-of-sequence measurements
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• The interacting multiple model algorithm for systems with Markovian switching coefficients
• The optimality for the distributed Kalman filtering fusion with feedback
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones

Cited in

(13)

• The optimality for the distributed Kalman filtering fusion with feedback
• Information-sharing scheme for federated filter with optimality
• Optimal linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications
• Sequential fusion estimation for clustered sensor networks
• Optimal distributed Kalman filtering fusion for a linear dynamic system with cross-correlated noises
• Optimal Kalman filtering fusion with cross-correlated sensor noises
• Quadratic estimation problem in discrete-time stochastic systems with random parameter matrices
• Anti-delay Kalman filter fusion algorithm for inter-vehicle sensor network with finite-step convergence
• Optimal state estimation for networked systems with random parameter matrices, correlated noises and delayed measurements
• Globally optimal sequential and distributed fusion state estimation for multi-sensor systems with cross-correlated noises
• Nonlinear weighted measurement fusion unscented Kalman filter with asymptotic optimality
• Distributed fusion filtering in networked systems with random measurement matrices and correlated noises
• Distributed Kalman filtering fusion with packet loss or intermittent communications from local estimators to fusion center

Describes a project that uses

Uses Software

• SeDuMi
• YALMIP

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