Collaborative Sequential State Estimation Under Unknown Heterogeneous Noise Covariance Matrices
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DOI: 10.1109/tsp.2020.3023823
Abstract: We study the problem of distributed sequential estimation of common states and measurement noise covariance matrices of hidden Markov models by networks of collaborating nodes. We adopt a realistic assumption that the true covariance matrices… read more here.
Keywords: estimation; covariance matrices; noise covariance; collaborative sequential ... See more keywords