On Boundedness of Error Covariances for Kalman Consensus Filtering Problems

@article{Li2020OnBO,
  title={On Boundedness of Error Covariances for Kalman Consensus Filtering Problems},
  author={Wangyan Li and Zidong Wang and Daniel W. C. Ho and Guoliang Wei},
  journal={IEEE Transactions on Automatic Control},
  year={2020},
  volume={65},
  pages={2654-2661}
}
In this paper, the uniform bounds of error covariances for several types of Kalman consensus filters (KCFs) are investigated for a class of linear time-varying systems over sensor networks with given topologies. Rather than the traditional detectability assumption, a new concept called collectively uniform detectability (CUD) is proposed to address the detectability issues over sensor networks with relaxed restrictions. By using matrix inequality analysis techniques, the conditions for the… 

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