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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...

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Auteurs principaux: Il Young Song, Du Yong Kim, Yong Hoon Kim, Suk Jae Lee, Vladimir Shin
Format: Artigo
Langue:Inglês
Publié: SpringerOpen 2009-01-01
Collection:EURASIP Journal on Advances in Signal Processing
Accès en ligne:http://dx.doi.org/10.1155/2009/929535
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