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

DOI10.1002/ACS.2277zbMATH Open1274.93263OpenAlexW1903538137MaRDI QIDQ2862033FDOQ2862033

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

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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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Cited In (6)

• Self-tuning weighted measurement fusion Kalman filtering algorithm
• Optimal and self-tuning weighted measurement fusion Wiener filter for the multisensor multichannel ARMA signals
• Optimum control of under‐grate pressure of clinker cooler by optimizing the proportional integral derivative controller parameters using honey badger algorithm technique
• Self-tuning distributed measurement fusion Kalman estimator for the multi-channel ARMA signal
• Title not available (Why is that?)
• A novel Student's \(t\)-based Kalman filter with colored measurement noise

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