Distributed Fusion Receding Horizon Filtering in Linear Stochastic Systems
نویسندگان
چکیده
منابع مشابه
Distributed Fusion Receding Horizon Filtering in Linear Stochastic Systems
This paper presents a distributed receding horizon filtering algorithm for multisensor continuous-time linear stochastic systems. Distributed fusion with a weighted sum structure is applied to local receding horizon Kalman filters having different horizon lengths. The fusion estimate of the state of a dynamic system represents the optimal linear fusion by weighting matrices under the minimum me...
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ژورنال
عنوان ژورنال: EURASIP Journal on Advances in Signal Processing
سال: 2009
ISSN: 1687-6180
DOI: 10.1155/2009/929535