Distributed Kalman filtering

descriptionPublicationkeyboard_double_arrow_right Part of book or chapter of book , Other literature type 01 Jan 2012 English Publisher:Institution of Engineering and Technology

doi: 10.1049/pbce088e_ch7

Distributed Kalman filtering

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Abstract

In this chapter, the theory and analytical development of distributed Kalman filtering based on various methods are provided. In one method, the weighted averages, based on the Bayesian point of view, yield the best possible estimate of the state at a particular time instant that can be computed from the conditional probability distribution of state x given all past measurements up to the particular time.

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