Covariance Intersection for Partially Correlated Random Vectors

DOI10.1109/TAC.2017.2718243MaRDI QIDQ4567111zbMATH OpenFDO

Authors Zongze Wu, Qianqian Cai, Minyue Fu

Publication date 27 June 2018

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.2017.2718243

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Measures of association (correlation, canonical correlation, etc.) (62H20) Filtering in stochastic control theory (93E11)

Cited in

(9)

• Decentralised estimation with correlation limited by optimal processing of independent data
• Fusion of multiple estimates by covariance intersection: why and how it is suboptimal
• Asynchronous dissipative filtering for nonhomogeneous Markov switching neural networks with variable packet dropouts
• Covariance intersection fusion with element-wise partial knowledge of correlation
• An event-based interaction method for consensus of multiple complex networks
• Optimal filtering and control for wireless networked closed‐loop control systems
• Event‐triggered output synchronization for nonhomogeneous agent systems with periodic denial‐of‐service attacks
• Event-triggered diffusion nonlinear estimation for sensor networks with unknown cross-correlations
• The covariance intersection fusion estimation algorithm weighted by diagonal matrix based on genetic simulated annealing algorithm and machine learning

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