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

DOI10.1002/ACS.2277zbMATHOpenAlexMaRDI QIDQ2862033FDO

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

identificationconvergenceasymptotic optimalityARMA signalmultisensor information fusionself-tuning Kalman filter

Mathematics Subject Classification ID

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

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• Self-tuning decoupled information fusion Wiener state component filters and their convergence
• Self-tuning distributed measurement fusion Kalman estimator for the multi-channel ARMA signal
• Wiener filter design using polynomial equations

Cited in

(9)

• Self-tuning distributed measurement fusion Kalman estimator for the multi-channel ARMA signal
• Self-tuning weighted measurement fusion Kalman filtering algorithm
• Self-tuning fusion Kalman filter for multisensor single-channel ARMA signals with coloured noises
• Optimal and self-tuning weighted measurement fusion Wiener filter for the multisensor multichannel ARMA signals
• Self-tuning weighted measurement fusion Kalman filter for ARMA signals with colored noise
• A novel Student's \(t\)-based Kalman filter with colored measurement noise
• Self-tuning fusion Kalman filter weighted by scalars and its convergence analysis for multi-channel autoregressive moving average signals
• scientific article; zbMATH DE number 6129656 (Why is no real title available?)
• 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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