Multi-agent Kalman consensus with relative uncertainty

In this paper, we propose discrete-time and continuous-time consensus update schemes motivated by the discrete-time and continuous-time Kalman filters. With certainty information encoded into each agent, the proposed consensus schemes explicitly account for relative confidence/reliability of information states from each agent in the team. We show mild sufficient conditions under which consensus can be achieved using the proposed consensus schemes in the presence of switching interaction topologies.

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