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 D. Ho and G. Wei},
  journal={IEEE Transactions on Automatic Control},
  year={2020},
  volume={65},
  pages={2654-2661}
}
  • Wangyan Li, Zidong Wang, +1 author G. Wei
  • Published 2020
  • Mathematics, Computer Science
  • IEEE Transactions on Automatic Control
  • 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… CONTINUE READING

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