Self‐tuning fusion Kalman filter weighted by scalars and its convergence analysis for multi‐channel autoregressive moving average signals

DOI10.1002/ACS.2503zbMath1330.93231OpenAlexW2148994432MaRDI QIDQ5743795

Deng, Zili, Gui-Li Tao

Publication date: 8 February 2016

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.2503

zbMATH Keywords

identificationconvergence analysismulti-sensor information fusionself-tuning Kalman filterARMA signals

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Stochastic systems in control theory (general) (93E03)

Related Items (1)

Robust steady-state filtering for multisensor multichannel signal with multiple uncertainties

Cites Work

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• Self-tuning distributed measurement fusion Kalman estimator for the multi-channel ARMA signal
• Optimal and self-tuning weighted measurement fusion Wiener filter for the multisensor multichannel ARMA signals
• Self-tuning decoupled information fusion Wiener state component filters and their convergence
• A self-tuning filter for fixed-lag smoothing

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