Title :
Distributed Kalman filtering
Author :
Das, S. ; Moura, Jose M. F.
Author_Institution :
Dept. of Electr. & Comput. Eng., Carnegie Mellon Univ., Pittsburgh, PA, USA
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;
Conference_Titel :
Signal Processing Conference (EUSIPCO), 2013 Proceedings of the 21st European
Conference_Location :
Marrakech
