• DocumentCode
    83629
  • Title

    Enhanced distributed estimation based on prior information

  • Author

    Khalid, Haris M. ; Peng, Jimmy C.-H ; Mahmoud, Magdi S.

  • Author_Institution
    Dept. of Electr. Eng. & Comput. Sci., Masdar Inst. of Sci. & Technol. (MIST), Abu Dhabi, United Arab Emirates
  • Volume
    9
  • Issue
    1
  • fYear
    2015
  • fDate
    2 2015
  • Firstpage
    60
  • Lastpage
    72
  • Abstract
    In this paper, a distributed estimation algorithm using Bayesian-based forward backward Kalman filter (KF) is proposed for stochastic singular linear systems. The method incorporates generalised versions of KF for bounded cases with complete and incomplete prior information, followed by estimation fusion of these cases. The incorporated filters remain optimal given the cross-covariance of the local estimates. The proposed approach is validated on a coupled-tank system.
  • Keywords
    Kalman filters; belief networks; linear systems; stochastic systems; Bayesian based forward backward Kalman filter; KF; coupled tank system; cross-covariance; enhanced distributed estimation algorithm; stochastic singular linear systems;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IET
  • Publisher
    iet
  • ISSN
    1751-9675
  • Type

    jour

  • DOI
    10.1049/iet-spr.2014.0029
  • Filename
    7051356
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=83629