Diffusion Kalman filtering based on covariance intersection

• Main Authors: Hu, Jinwen, Xie, Lihua, Zhang, Cishen
• Other Authors: School of Electrical and Electronic Engineering
• Format: Article
• Language: English
• Published: 2013
• Subjects: DRNTU::Engineering::Electrical and electronic engineering
• Online Access: https://hdl.handle.net/10356/99369; http://hdl.handle.net/10220/13504
• Institution: Nanyang Technological University

This paper is concerned with distributed Kalman filtering for linear time-varying systems over multiagent sensor networks. We propose a diffusion Kalman filtering algorithm based on the covariance intersection method, where local estimates are fused by incorporating the covariance information of loc...