Supported by National Natural Science Foundation of P. R. China (60504034) Youth Foundation of Heilongjiang Province (QC04A01) Outstanding Youth Foundation of Heilongjiang University (JC200404)
Based on the optimal fusion algorithm weighted by matrices in the linear minimum variance (LMV) sense, a distributed full-order optimal fusion Kalman filter (DFFKF) is given for discrete-time stochastic singular syste...