Consensus-Based Distributed Multiple Model UKF for Jump Markov Nonlinear Systems

@article{Li2012ConsensusBasedDM,
  title={Consensus-Based Distributed Multiple Model UKF for Jump Markov Nonlinear Systems},
  author={Wenling Li and Yingmin Jia},
  journal={IEEE Transactions on Automatic Control},
  year={2012},
  volume={57},
  pages={227-233}
}
This note studies the problem of distributed estimation for jump Markov nonlinear systems (JMNLSs) in a not fully connected sensor network. Based on the consensus theory, a distributed unscented Kalman filter (UKF) is first derived for nonlinear systems without jumping parameters and then it is extended to develop a distributed multiple model UKF for JMNLSs. The proposed filtering algorithm is illustrated via a simulation example involving tracking a maneuvering target. 
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