DocumentCode
2061066
Title
Distributed Kalman filtering
Author
Das, S. ; Moura, Jose M. F.
Author_Institution
Dept. of Electr. & Comput. Eng., Carnegie Mellon Univ., Pittsburgh, PA, USA
fYear
2013
fDate
9-13 Sept. 2013
Firstpage
1
Lastpage
5
Abstract
This paper proves the asymptotic convergence of the mean-squared error (MSE) of a distributed Kalman filter that we have previously proposed. This result shows that our distributed Kalman filter can track with bounded MSE any arbitrary linear dynamics.
Keywords
Kalman filters; convergence; mean square error methods; arbitrary linear dynamics; asymptotic convergence; bounded MSE; distributed Kalman filtering; mean squared error; Covariance matrices; DH-HEMTs; Equations; Kalman filters; Network topology; Noise; Vectors; Distributed Kalman filter; asymptotic convergence; mean-squared error;
fLanguage
English
Publisher
ieee
Conference_Titel
Signal Processing Conference (EUSIPCO), 2013 Proceedings of the 21st European
Conference_Location
Marrakech
Type
conf
Filename
6811731
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