标题：Real-time Kalman filtering based on distributed measurements
作者：Cui, Peng; Zhang, Huanshui; Lam, James; Ma, Lifeng
作者机构：[Cui, Peng; Zhang, Huanshui] Shandong Univ, Sch Control Sci & Engn, Jinan 250061, Peoples R China.; [Lam, James] Univ Hong Kong, Dept Mech Engn, Hon 更多
通讯作者地址：[Cui, P]Shandong Univ, Sch Control Sci & Engn, Jinan 250061, Peoples R China.
来源：INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL
关键词：distributed measurements; correlated noises; distributed estimation;; real-time Kalman filtering
摘要：A kind of real-time Kalman filtering problem is discussed for systems with distributed multichannel measurements. Recursive filters are presented for two cases with correlated and uncorrelated measurement noises. An optimal algorithm is constructed using projection theory in Hilbert space according to a first-come-first-served scheme. An update is generated whenever a new measurement arrives at a central unit. Therefore, the algorithm has the practical advantages of flexibility and the easiness for real-time implementation. Copyright (c) 2012 John Wiley & Sons, Ltd.