Sequential covariance intersection fusion Kalman filter

DOI10.1016/j.ins.2011.11.038zbMath1256.93105OpenAlexW1984609538WikidataQ59411590 ScholiaQ59411590MaRDI QIDQ454998

Peng Zhang, Jinfang Liu, Yuan Gao, Wen-Juan Qi, Deng, Zili

Publication date: 2 October 2012

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2011.11.038

zbMATH Keywords

sensitivityrobustnesscovariance ellipsecovariance intersectionmultisensor information fusionsequential processing

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Multivariable systems, multidimensional control systems (93C35) Optimal stochastic control (93E20)

Related Items (23)

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Cites Work

• On the fusion of imprecise uncertainty measures using belief structures
• A new fusion formula and its application to continuous-time linear systems with multisensor environment
• Generalized Millman's formula and its application for estimation problems
• Multi-sensor optimal information fusion Kalman filter
• Self-tuning decoupled information fusion Wiener state component filters and their convergence
• Optimal Kalman filtering fusion with cross-correlated sensor noises
• New approach to information fusion steady-state Kalman filtering
• Optimal and self-tuning weighted measurement fusion Kalman filters and their asymptotic global optimality
• Optimal linear estimation fusion. I. Unified fusion rules
• Estimation under unknown correlation: covariance intersection revisited
• Fusion algorithm of correlated local estimates

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