Self-tuning decoupled information fusion Wiener state component filters and their convergence

DOI10.1016/j.automatica.2007.07.008zbMath1283.93278OpenAlexW2017341800MaRDI QIDQ2440649

Gang Hao, Chun-Bo Li, Yuan Gao, Deng, Zili

Publication date: 19 March 2014

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2007.07.008

zbMATH Keywords

stabilitymultisensor information fusiondecoupled fusionnoise variance estimationconvergence in a realizationdynamic error system analysis method (DESA)MA innovation modelmodern time series analysis methodself-tuning fusionWiener state filter

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Stochastic stability in control theory (93E15)

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