Globally Optimal Multisensor Distributed Random Parameter Matrices Kalman Filtering Fusion with Applications
This paper proposes a new distributed Kalman filtering fusion with random state transition and measurement matrices, i.e., random parameter matrices Kalman filtering. It is proved that under a mild condition the fused state estimate is equivalent to the centralized Kalman filtering using all sensor...
Main Authors: | , , , , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2008-12-01
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Series: | Sensors |
Subjects: | |
Online Access: | http://www.mdpi.com/1424-8220/8/12/8086/ |