A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2018; you can also visit the original URL.
The file type is application/pdf
.
Decentralized Moving Average Filtering with Uncertainties
2016
Journal of Sensor Science and Technology
A filtering algorithm based on the decentralized moving average Kalman filter with uncertainties is proposed in this paper. The proposed filtering algorithm presented combines the Kalman filter with the moving average strategy. A decentralized fusion algorithm with the weighted sum structure is applied to the local moving average Kalman filters (LMAKFs) of different window lengths. The proposed algorithm has a parallel structure and allows parallel processing of observations. Hence, it is more
doi:10.5369/jsst.2016.25.6.418
fatcat:ndm3nwiydjewpeqmiexjbe4dba