Topics in matrix analysis
Wireless sensor networks: a survey
Computer Networks: The International Journal of Computer and Telecommunications Networking
IEEE/ACM Transactions on Networking (TON) - Special issue on networking and information theory
Distributed average consensus with least-mean-square deviation
Journal of Parallel and Distributed Computing
Communication constraints in the average consensus problem
Automatica (Journal of IFAC)
Distributed Kalman filtering based on consensus strategies
IEEE Journal on Selected Areas in Communications
Randomized consensus algorithms over large scale networks
IEEE Journal on Selected Areas in Communications
| Hi-index | 22.14 |
In the analysis of a recently proposed distributed estimation algorithm based on the Kalman filtering and on gossip iterations, we needed to apply a new inequality which is valid for i.i.d. matrix valued random processes. This inequality can be useful in the analysis of the convergence rate of general jump Markov linear systems. In this paper, we present this inequality. This is based on the theory of majorization and on its use in the analysis of the singular values. Finally we will show the impact of this inequality on the performance analysis of gossip based distributed Kalman filters.