Self-tuning weighted measurement fusion Kalman filtering algorithm

DOI10.1016/j.csda.2012.01.001zbMath1243.62119OpenAlexW2013687450MaRDI QIDQ435019

Chenjian Ran, Deng, Zili

Publication date: 16 July 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2012.01.001

zbMATH Keywords

ARMA signalcorrelated noisesmultisensor measurement fusionself-tuning Kalman filtering algorithmself-tuning Riccati equation convergence

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Fusion estimation from multisensor observations with multiplicative noises and correlated random delays in transmission ⋮ Measurement feedback self-tuning weighted measurement fusion Kalman filter for systems with correlated noises ⋮ Weighted measurement fusion white noise deconvolution filter with correlated noise for multisensor stochastic systems ⋮ Distributed fusion filtering in networked systems with random measurement matrices and correlated noises ⋮ Nonlinear weighted measurement fusion unscented Kalman filter with asymptotic optimality ⋮ Weighted measurement fusion Kalman estimator for multisensor descriptor system ⋮ WMF self-tuning Kalman estimators for multisensor singular system

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