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...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2009-01-01
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| Series: | EURASIP Journal on Advances in Signal Processing |
| Online Access: | http://dx.doi.org/10.1155/2009/929535 |