Optimal and self-tuning weighted measurement fusion Kalman filters and their asymptotic global optimality

DOI10.1002/acs.1178zbMath1202.93161OpenAlexW1969887484MaRDI QIDQ3064028

Chenjian Ran, Deng, Zili, Yuan Gao, Xiao-Jun Sun

Publication date: 20 December 2010

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.1178

zbMATH Keywords

convergencemultisensor information fusionweighted measurement fusionasymptotic global optimalityself-tuning Kalman filterdynamic variance error system analysis (DVESA) methodself-tuning Riccati equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03)

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