New approach to information fusion steady-state Kalman filtering

DOI10.1016/j.automatica.2005.04.020zbMath1087.93056OpenAlexW2076618762MaRDI QIDQ2573907

Lin Mao, Yun Li, Gang Hao, Yuan Gao, Deng, Zili

Publication date: 25 November 2005

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2005.04.020

zbMATH Keywords

Lyapunov equationfusion rulesweighted fusiontrack fusiondistributed fusionARMA innovation modelmodern time series analysis methodcovariance information fusioninformation fusion steady-state Kalman filterlinear minimum variance fusion

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11)

Related Items (33)

Fusion estimation for stochastic uncertain systems with time-correlated rician fading channels ⋮ Robust design of sensor fusion problem in discrete time ⋮ Robust centralized and integrated covariance intersection fusion Kalman estimators for networked mixed‐uncertain systems ⋮ Robust fusion filter for multisensor descriptor system with uncertain‐variance noises and packet dropout ⋮ Robust centralized and weighted measurement fusion Kalman estimators for multisensor systems with multiplicative and uncertain-covariance linearly correlated white noises ⋮ Distributed encryption fusion estimation against full eavesdropping ⋮ Robust integrated sequential covariance intersection fusion Kalman filters and their convergence and stability for networked sensor systems with five uncertainties ⋮ Distributed fusion robust filter for multisensor networked singular control system with uncertain variances and missing measurement ⋮ Self-tuning weighted measurement fusion Kalman filtering algorithm ⋮ Self-tuning decoupled information fusion Wiener state component filters and their convergence ⋮ Hybrid method for a general optimal sensor scheduling problem in discrete time ⋮ Sequential covariance intersection fusion Kalman filter ⋮ Event-based fusion estimation for multi-rate systems subject to sensor degradations ⋮ Robust centralized and weighted measurement fusion white noise deconvolution estimators for multisensor systems with mixed uncertainties ⋮ Robust weighted fusion time-varying Kalman smoothers for multisensor system with uncertain noise variances ⋮ Self-tuning measurement fusion Kalman predictors and their convergence analysis ⋮ Two fusion predictors for continuous-time linear systems with different types of observations ⋮ Nonlinear unknown input observer based on singular value decomposition aided reduced dimension cubature Kalman filter ⋮ Robust measurement fusion steady-state estimator design for multisensor networked systems with random two-step transmission delays and missing measurements ⋮ Robust centralized and weighted measurement fusion Kalman predictors with multiplicative noises, uncertain noise variances, and missing measurements ⋮ Self-tuning distributed measurement fusion Kalman estimator for the multi-channel ARMA signal ⋮ Robust fusion Kalman estimators for networked mixed uncertain systems with random one-step measurement delays, missing measurements, multiplicative noises and uncertain noise variances ⋮ An order insensitive sequential fast covariance intersection fusion algorithm ⋮ Robust interacting multiple model algorithms based on multi-sensor fusion criteria ⋮ Optimal and self-tuning weighted measurement fusion Kalman filters and their asymptotic global optimality ⋮ Hierarchical fusion robust Kalman filter for clustering sensor network time-varying systems with uncertain noise variances ⋮ Optimal and self-tuning weighted measurement fusion Wiener filter for the multisensor multichannel ARMA signals ⋮ Weighted measurement fusion Kalman estimator for multisensor descriptor system ⋮ Weighted fusion robust steady‐state estimators for multisensor networked systems with one‐step random delay and inconsecutive packet dropouts ⋮ Weighted fusion robust steady-state Kalman filters for multisensor system with uncertain noise variances ⋮ Self-tuning weighted fusion Kalman filter for ARMA signal with colored measurement noise and its convergence analysis ⋮ Information fusion robust guaranteed cost Kalman estimators with uncertain noise variances and missing measurements ⋮ WMF self-tuning Kalman estimators for multisensor singular system

Cites Work

• Unnamed Item
• Unnamed Item
• Multi-sensor information fusion white noise filter weighted by scalars based on Kálmán predictor
• Multi-sensor optimal information fusion Kalman filter
• Optimal and self-tuning white noise estimators with applications to deconvolution and filtering problems
• Time-domain approaches to multichannel optimal deconvolution
• Optimal linear estimation fusion. I. Unified fusion rules
• Descriptor Kalman estimators
• Descriptor Wiener state estimators
• The optimality for the distributed Kalman filtering fusion with feedback

This page was built for publication: New approach to information fusion steady-state Kalman filtering