Self-tuning weighted fusion Kalman filter for ARMA signal with colored measurement noise and its convergence analysis

DOI10.1002/ACS.2277MaRDI QIDQ2862033zbMATH OpenOpenAlexFDO

Authors Jinfang Liu, Zili Deng

Publication date 13 November 2013

Published in International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/acs.2277

zbMATH Keywords

ARMA signalasymptotic optimalityconvergenceidentificationmultisensor information fusionself-tuning Kalman filter

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20)

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Cited in

(9)

• Optimal and self-tuning weighted measurement fusion Wiener filter for the multisensor multichannel ARMA signals
• A novel Student's t-based Kalman filter with colored measurement noise
• Self-tuning weighted measurement fusion Kalman filter for ARMA signals with colored noise
• Self-tuning weighted measurement fusion Kalman filtering algorithm
• scientific article; zbMATH DE number 6129656 (Why is no real title available?)
• Self-tuning fusion Kalman filter for multisensor single-channel ARMA signals with coloured noises
• Self-tuning distributed measurement fusion Kalman estimator for the multi-channel ARMA signal
• Self-tuning fusion Kalman filter weighted by scalars and its convergence analysis for multi-channel autoregressive moving average signals
• Optimum control of under‐grate pressure of clinker cooler by optimizing the proportional integral derivative controller parameters using honey badger algorithm technique

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