Displaying similar documents to “Highly efficient sigma point filter for spacecraft attitude and rate estimation.”

Filtering of signals transmitted in multichannel from Chandrasekhar and Riccati recursions.

S. Nakamori, A. Hermoso, J. Jiménez, J. Linares (2005)

Extracta Mathematicae

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In this paper two recursive algorithms are proposed and compared as a solution of the least mean-squared error linear filtering problem of a wide-sense stationary scalar signal from uncertain observations perturbed by white and coloured additive noises. Considering that the state-space model of the signal is not available and that the variables modelling the uncertainty are not independent, the proposed algorithms are derived by using covariance information. The difference between both...

Consensus-based state estimation for multi-agent systems with constraint information

Chen Hu, Weiwei Qin, Zhenhua Li, Bing He, Gang Liu (2017)

Kybernetika

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This paper considers a distributed state estimation problem for multi-agent systems under state inequality constraints. We first give a distributed estimation algorithm by projecting the consensus estimate with help of the consensus-based Kalman filter (CKF) and projection on the surface of constraints. The consensus step performs not only on the state estimation but also on the error covariance obtained by each agent. Under collective observability and connective assumptions, we show...