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
    View on IEEE
    doi.org
    Top 3 of 3 Citations
    Robust detection of intermittent sensor faults in stochastic LTV systems
    J. Zhang, P. Christofides, … D. ZhouNeurocomputing2020
    2
    Recursive state estimation for linear systems with lossy measurements under time-correlated multiplicative noises
    Shaoying Wang, Zidong Wang, … F. AlsaadiJ. Frankl. Inst.2020
    1
    Exponential synchronization of multiple impulsive discrete-time memristor-based neural networks with stochastic perturbations and time-varying delays
    H. Li, Jian-An Fang, … Tingwen HuangNeurocomputing2020
    4

    Tables and Topics from this paper.

    Tables

    Explore Further: Topics Discussed in This Paper

    3 Citations
    Citation Type

    Citation Type

    Robust detection of intermittent sensor faults in stochastic LTV systems
    • 2
    Recursive state estimation for linear systems with lossy measurements under time-correlated multiplicative noises
    • 1
    Exponential synchronization of multiple impulsive discrete-time memristor-based neural networks with stochastic perturbations and time-varying delays
    • 4

    References

    Publications referenced by this paper.
    SHOWING 1-10 OF 36 REFERENCES
    Consensus based overlapping decentralized estimation with missing observations and communication faults
    • 108
    • Highly Influential
    • PDF
    Distributed H∞-consensus filtering in sensor networks with multiple missing measurements: The finite-horizon case
    • 369
    A New Look at Boundedness of Error Covariance of Kalman Filtering
    • 20
    Stability of consensus extended Kalman filter for distributed state estimation
    • 124
    • PDF
    Kalman-Consensus Filter : Optimality, stability, and performance
    • 437
    Performance evaluation of UKF-based nonlinear filtering
    • 346
    Consensus-based linear distributed filtering
    • 102
    • PDF
    Convergence properties of a decentralized Kalman filter
    • 86
    • PDF
    Gossip and Distributed Kalman Filtering: Weak Consensus Under Weak Detectability
    • 138
    • Highly Influential
    • PDF
    Robust Kalman filtering for uncertain discrete-time systems
    • 500