A majorization inequality and its application to distributed Kalman filtering

DOI10.1016/J.AUTOMATICA.2011.08.031MaRDI QIDQ646436zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 5454133 (Why is no real title available?)
• scientific article; zbMATH DE number 47926 (Why is no real title available?)
• scientific article; zbMATH DE number 194139 (Why is no real title available?)
• scientific article; zbMATH DE number 2136426 (Why is no real title available?)
• Communication constraints in the average consensus problem
• Distributed average consensus with least-mean-square deviation
• Fast linear iterations for distributed averaging
• Inequalities: theory of majorization and its applications

Cited in

(3)

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

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