State Fusion of Decentralized Optimal Unbiased FIR Filters

Algorithm 2

Iterative form for .

1:  for    do

2:  ,

3:  for    do

4:  for    do

5:  

6:  for   do

7:  

8:  end for

9:  

10:  end for

11:  end for

12:  end for