Distributed Fusion Kalman Self-Turning Filter

Abstract

This paper puts forward an optimal and distributed fusion Kalman filter based on the Riccati equation, optimal and distributed fusion The Kalman filter has fewer calculated dimensions and less calculated amount than the centralized global optimal Kalman filter. Therefore, it has greater effect in the practice. Present the distributed local self-correcting Kalman filter at the same time. The simulation examples showed its validity.