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This paper studies the convergence property of a class of linear coupled Riccati equations and applies it to convergence analysis of distributed filtering algorithms. Firstly a necessary and sufficient condition for convergence of linear distributed algebraic Riccati equations is proposed. Then based on Kalman filtering algorithm and weighted average strategy, optimal filtering algorithms are designed...
This paper studies the distributed filtering problem of heterogeneous sensor networks. The communications among sensors and the sensing links are unreliable and randomly lost. Based on Kalman filtering algorithm and weighted average strategy, a sub-optimal filtering algorithm is proposed. The statistical convergence properties of estimation error covariances are investigated and a necessary and sufficient...
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