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Asynchronous distributed state estimation for continuous-time stochastic processes

Zdzisław KowalczukMariusz Domżalski — 2013

International Journal of Applied Mathematics and Computer Science

The problem of state estimation of a continuous-time stochastic process using an Asynchronous Distributed multi-sensor Estimation (ADE) system is considered. The state of a process of interest is estimated by a group of local estimators constituting the proposed ADE system. Each estimator is based, e.g., on a Kalman filter and performs single sensor filtration and fusion of its local results with the results from other/remote processors to compute possibly the best state estimates. In performing...

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