© The Institution of Engineering and Technology
In this paper, a distributed estimation algorithm using Bayesian-based forward backward Kalman filter (KF) is proposed for stochastic singular linear systems. The method incorporates generalised versions of KF for bounded cases with complete and incomplete prior information, followed by estimation fusion of these cases. The incorporated filters remain optimal given the cross-covariance of the local estimates. The proposed approach is validated on a coupled-tank system.
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