Informativeness of parallel Kalman filters

DOI10.3390/MCA9030457MaRDI QIDQ2583483zbMATH OpenOpenAlexFDO

Authors Chingiz Hajiyev

Publication date 16 January 2006

Published in Mathematical \& Computational Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3390/mca9030457

zbMATH Keywords

Dynamic systemInformation theoryKalman filterMultichannel measurement systems

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Measures of information, entropy (94A17)

Review text

Summary: This article considers the informativeness of parallel Kalman filters. Expressions are derived for determination of the amount of information obtained by additional measurements with a reserved measurement channel during processing. The theorems asserting that there is an increase in the informativeness of Kalman filters when there is a failure-free reserved measurement channel are proved.

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