State Fusion of Decentralized Optimal Unbiased FIR Filters

Algorithm 1

General iterative OUFIR filtering algorithm.

1:  for    do

2:  ,

 Table 1: Computation of the initial state

3:  for   do

4:  

5:  

6:  

7:  

8:  

9:  

10:  

11:  

12:  end for

13:  

14:  end for