Optimal Distributed Kalman Filtering Fusion with State Equality Constraint
首发时间:2012-01-11
Abstract:This shortpaper proposes an optimal distributed Kalman filtering fusionalgorithm with state equality constraint. The new algorithm uses theconvex combination fusion, whose fusion weights are recursivelygiven. Computer experiments show that the performance of this fusionalgorithm is very likely to be equivalent to that of the centralizedKalman filtering fusion. The method which is presented in thispaper not only the optimal distributed Kalman filtering fusion withState inequality constraint is valid, but also the optimaldistributed Kalman filtering fusion with nonlinear state equalityconstraint is effective too.
keywords: Kalman filtering Distributed fusion State Equality Constraint
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