Consensus-based distributed information filter for a class of jump Markov systems

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Summary

The best-fitting Gaussian (BFG) approximation approach is applied to overcome the difficulty of lacking a global model for multiple model estimation fusion, and a recursive formula is presented for calculating the mean and covariance of this Gaussian distribution.

Type
article
Published
2011-08-12
Cited by
24
References
30

Keywords

Filter (signal processing), Gaussian, Control theory (sociology), Covariance, Information filtering system

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