A majorization inequality and its application to distributed Kalman filtering

DOI10.1016/J.AUTOMATICA.2011.08.031zbMATH Open1227.93118OpenAlexW2081542735WikidataQ61727765 ScholiaQ61727765MaRDI QIDQ646436FDOQ646436

Authors: Simone Del Favero, Sandro Zampieri 

Publication date: 17 November 2011

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2011.08.031

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zbMATH Keywords

Kalman filtertrace inequalitydistributed estimationexpectation of matrix-valued random variables' productjump-Markov linear systemmajorization inequalityrandomized gossip

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Title not available (Why is that?)
• Fast linear iterations for distributed averaging
• Title not available (Why is that?)
• Title not available (Why is that?)
• Inequalities: theory of majorization and its applications
• Title not available (Why is that?)
• Distributed average consensus with least-mean-square deviation
• Communication constraints in the average consensus problem

Cited In (3)

• Optimal \((0, 1)\)-matrix completion with majorization ordered objectives
• Some applications of a majorization inequality due to Bapat and Sunder
• Distributed filtering over wireless sensor networks with parameter and topology uncertainties

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