Asynchronous distributed state estimation based on a continuous‐time stochastic model

DOI10.1002/acs.1290zbMath1306.93065OpenAlexW1481666737MaRDI QIDQ5178390

Mariusz Domżalski, Zdzisław Kowalczuk

Publication date: 16 March 2015

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.1290

zbMATH Keywords

distributed systemsstate estimationGaussian processesKalman filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10)

Related Items

Asynchronous distributed state estimation for continuous-time stochastic processes

Cites Work

• Optimal reconstruction of ARMA signals with decimated samples under corrupting noise by use of multirate Kalman filter
• SOI-KF: Distributed Kalman Filtering With Low-Cost Communications Using the Sign of Innovations
• Diffusion Strategies for Distributed Kalman Filtering and Smoothing
• Estimation under unknown correlation: covariance intersection revisited
• Itô–Volterra Optimal State Estimation With Continuous, Multirate, Randomly Sampled, and Delayed Measurements
• Stochastic differential equations. An introduction with applications.
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