Robust centralized and weighted measurement fusion Kalman predictors with multiplicative noises, uncertain noise variances, and missing measurements

DOI10.1007/S00034-017-0578-6MaRDI QIDQ2003222zbMATH OpenOpenAlexFDO

Authors Wenqiang Liu, Xuemei Wang, Zili Deng

Publication date 16 July 2019

Published in Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00034-017-0578-6

zbMATH Keywords

missing measurementsmultiplicative noisesweighted measurement fusionuncertain noise variancesgeneralized fictitious noise techniqueminimax robust Kalman predictors

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Estimation and detection in stochastic control theory (93E10)

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Cites work

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• Robust centralized and weighted measurement fusion Kalman estimators for multisensor systems with multiplicative and uncertain-covariance linearly correlated white noises
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• Robust weighted fusion Kalman estimators for multisensor systems with multiplicative noises and uncertain-covariances linearly correlated white noises
• Robust weighted fusion time-varying Kalman smoothers for multisensor system with uncertain noise variances
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Cited in

(10)

• Robust integrated sequential covariance intersection fusion Kalman filters and their convergence and stability for networked sensor systems with five uncertainties
• Robust centralized and weighted measurement fusion Kalman estimators for multisensor systems with multiplicative and uncertain-covariance linearly correlated white noises
• Robust fusion Kalman estimators for networked mixed uncertain systems with random one-step measurement delays, missing measurements, multiplicative noises and uncertain noise variances
• Robust centralized and integrated covariance intersection fusion Kalman estimators for networked mixed‐uncertain systems
• Centralized fusion of unscented Kalman filter based on Huber robust method for nonlinear moving target tracking
• Robust measurement fusion Kalman predictor for uncertain signal system
• Robust weighted fusion steady-state Kalman estimators for systems with uncertain-variance multiplicative and additive noises
• Robust CAWOF Kalman predictors for uncertain multi-sensor generalized system
• Distributed dimensionality reduction fusion Kalman filtering with quantized innovations
• Robust Kalman predictor for uncertain descriptor system with packet dropouts

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