Fast distributed Kalman-Consensus filtering algorithm with local feedback regulation

A new type of fast distributed Kalman-Consensus filtering algorithm with double gains regulation is proposed to deal with filtering problems in wireless sensor networks (WSNs). By using the Lyapunov´s second method, this fast filtering problem can be changed into the stability issue of the dynamic estimation errors. Moreover, a sufficient condition for the convergence rate of this filter is presented. Finally, a simulation example is given to show, compared with a classical filtering algorithm, the algorithm proposed in this paper not only promote the convergence speed but also own commendable robustness against packet-loss in the same condition.