Optimal Kalman filtering fusion with cross-correlated sensor noises

DOI10.1016/J.AUTOMATICA.2007.01.010zbMATH Open1130.93427OpenAlexW2018142823MaRDI QIDQ2467507FDOQ2467507

Authors: Enbin Song, Yunmin Zhu, Jie Zhou, Zhisheng You 

Publication date: 21 January 2008

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2007.01.010

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zbMATH Keywords

Kalman filteringfeedbackperformance analysisdistributed track fusion

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Least squares and related methods for stochastic control systems (93E24)

Cites Work

• Title not available (Why is that?)
• Dynamic system identification. Experiment design and data analysis
• The optimality for the distributed Kalman filtering fusion with feedback
• Optimal linear estimation fusion. I. Unified fusion rules
• Kalman filtering with real-time applications
• Decentralized structures for parallel Kalman filtering

Cited In (33)

• Distributed fusion cubature Kalman filters for nonlinear systems
• Real-time Kalman filtering based on distributed measurements
• Optimal sequential fusion estimation for sampled-data systems with random delays and multiplicative noise
• Globally optimal sequential and distributed fusion state estimation for multi-sensor systems with cross-correlated noises
• Widely linear estimation for multisensor quaternion systems with mixed uncertainties in the observations
• Robust centralized and weighted measurement fusion Kalman estimators for multisensor systems with multiplicative and uncertain-covariance linearly correlated white noises
• Sequential fusion estimation for clustered sensor networks
• Optimal weighted fusion Kalman estimator for the incremental system with correlated noises
• The optimality for the distributed Kalman filtering fusion with feedback
• Self-tuning distributed measurement fusion Kalman estimator for the multi-channel ARMA signal
• Distributed optimal fusion steady-state Kalman filter for systems with coloured measurement noises
• Globally optimal distributed Kalman filtering fusion
• State estimation in a decentralized discrete time LQG control for a multisensor system
• Sequential covariance intersection fusion Kalman filter
• Multi-sensor optimal information fusion Kalman filters with applications
• Global state estimation under sequential measurement fusion for clustered sensor networks with cross-correlated measurement noises
• Sensor selection-based fusion considering cross-correlation of local estimation errors
• Estimation from a multisensor environment for systems with multiple packet dropouts and correlated measurement noises
• Optimal distributed Kalman filtering fusion for a linear dynamic system with cross-correlated noises
• Optimal sequential and distributed fusion for state estimation in cross-correlated noise
• Multi-sensor filtering fusion meets censored measurements under a constrained network environment: advances, challenges and prospects
• Recent advances on recursive filtering and sliding mode design for networked nonlinear stochastic systems: a survey
• Distributed set-membership observers for interconnected multi-rate systems
• Self-tuning weighted fusion Kalman filter for ARMA signal with colored measurement noise and its convergence analysis
• State-of-charge estimation for Li-ion batteries with uncertain parameters and uncorrelated/correlated noises: a recursive approach
• Estimation for power quality disturbances with multiplicative noises and correlated noises: a recursive estimation approach
• Weighted measurement fusion Kalman estimator for multisensor descriptor system
• Distributed Kalman filtering fusion with packet loss or intermittent communications from local estimators to fusion center
• Anti-delay Kalman filter fusion algorithm for inter-vehicle sensor network with finite-step convergence
• Optimal and self-tuning weighted measurement fusion Kalman filters and their asymptotic global optimality
• Negotiated distributed estimation with guaranteed performance for bandwidth-limited situations
• Kalman filter for cross-noise in the integration of SINS and DVL
• Recursive estimation for dynamical systems with different delay rates sensor network and autocorrelated process noises

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