Generalised Kalman-consensus filter

In this study, the authors propose a distributed form of Kalman filter for non-linear dynamics as a generalised Kalman consensus filter (GKCF) and prove its stability, analytically. More specifically, the authors obtain the sufficient condition for asymptotical convergence using Lyapunov analysis. For this purpose, the authors propose four lemmas and show that Kalman consensus filter (KCF) in a linear system is a special case of the authors' proposed GKCF.