Robust centralized and weighted measurement fusion Kalman estimators for multisensor systems with multiplicative and uncertain-covariance linearly correlated white noises
DOI10.1016/j.jfranklin.2016.12.023zbMath1378.93121OpenAlexW2567194411MaRDI QIDQ1691198
Wenqiang Liu, Deng, Zili, Xue-Mei Wang
Publication date: 15 January 2018
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2016.12.023
Kalman estimators for multisensor systems with multiplicative and uncertain-covariance linearly correlated white noisesminimax robust estimation
Filtering in stochastic control theory (93E11) Control/observation systems with incomplete information (93C41) Estimation and detection in stochastic control theory (93E10) White noise theory (60H40)
Related Items (12)
Cites Work
- Recursive robust filtering with finite-step correlated process noises and missing measurements
- Robust weighted fusion time-varying Kalman smoothers for multisensor system with uncertain noise variances
- Self-tuning distributed measurement fusion Kalman estimator for the multi-channel ARMA signal
- Optimal estimation of linear discrete-time systems with stochastic parameters
- Optimal and self-tuning weighted measurement fusion Wiener filter for the multisensor multichannel ARMA signals
- Design and analysis of discrete-time robust Kalman filters
- Multi-sensor optimal information fusion Kalman filter
- Finite-horizon \(H_{\infty }\) fault estimation for linear discrete time-varying systems with delayed measurements
- Introduction to optimal estimation
- Optimal sequential and distributed fusion for state estimation in cross-correlated noise
- Self-tuning decoupled information fusion Wiener state component filters and their convergence
- Optimal linear estimation for systems with multiple packet dropouts
- Optimal Kalman filtering fusion with cross-correlated sensor noises
- New approach to information fusion steady-state Kalman filtering
- A dilated LMI approach to robust performance analysis of linear time-invariant uncertain systems
- State estimation of discrete-time systems with arbitrarily correlated noises
- Optimal and self-tuning weighted measurement fusion Kalman filters and their asymptotic global optimality
- The guaranteed estimation performance filter for discrete-time descriptor systems with uncertain noise
- Optimal Linear Estimators for Systems With Random Sensor Delays, Multiple Packet Dropouts and Uncertain Observations
- Optimal Estimation for Discrete-Time Linear Systems in the Presence of Multiplicative and Time-Correlated Additive Measurement Noises
- Distributed optimal fusion steady-state Kalman filter for systems with coloured measurement noises
- Robust Information Fusion Estimator for Multiple Delay-Tolerant Sensors With Different Failure Rates
- Robust Kalman filters for linear time-varying systems with stochastic parametric uncertainties
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Robust centralized and weighted measurement fusion Kalman estimators for multisensor systems with multiplicative and uncertain-covariance linearly correlated white noises