(1) Initialization: , .
(2) Obtain local measurements .
(3) Broadcast message to neighbors.
(4) Receive messages , , from neighbors.
(5) Compute , , , and by using (9)–(19).
(6) Calculate the local estimate by using Theorem 1.
(7) Broadcast message to neighbors.
(8) Receive messages , , from neighbors.
(9) Calculate the fusion estimate by using Theorem 4 and (25).
Algorithm 1