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This paper studies the H2 (Kalman) filtering problem in the situation where a signal estimate must be constructed based on inputs from individual participants, whose data must remain private.
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B. Hoh, T. Iwuchukwu, Q. Jacobson, M. Gruteser, A. Bayen, J.-C. Herrera, R. Herring, D. Work, M. Annavaram, and J. Ban, “Enhancing privacy and accuracy in probe vehicle based traffic monitoring via virtual trip lines,” IEEE Transactions on Mobile Computing , 2011
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X. Sun, L. Munoz, and R. Horowitz, “Mixture Kalman filter based highway congestion mode and vehicle density estimator and its application,” in Proceedings of the American Control Conference , July 2004, pp. 2098–2103
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