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

DOI10.1016/j.automatica.2007.07.008zbMath1283.93278MaRDI 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

stability; multisensor information fusion; decoupled fusion; noise variance estimation; convergence in a realization; dynamic error system analysis method (DESA); MA innovation model; modern time series analysis method; self-tuning fusion; Wiener state filter

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

93E11: Filtering in stochastic control theory

93E10: Estimation and detection in stochastic control theory

93E15: Stochastic stability in control theory

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