A self-tuning weighted measurement fusion Kalman filter and its convergence

DOI10.1007/S11768-010-8243-7MaRDI QIDQ3170356zbMATH OpenOpenAlexFDO

Authors Chenjian Ran, Zhili Deng

Publication date 29 September 2011

Published in Journal of Control Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11768-010-8243-7

zbMATH Keywords

convergenceasymptotic global optimalityfused noise variance estimatorfused parameter estimatormultisensor weighted measurement fusionself-tuning fusion Kalman filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

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Cites work

• scientific article; zbMATH DE number 3997615 (Why is no real title available?)
• A self-tuning filter for fixed-lag smoothing
• A self-tuning predictor
• Array algorithms for H/sup ∞/ estimation
• Dynamic ship positioning using a self-tuning Kalman filter
• Introduction to optimal estimation
• Optimal self-tuning filtering, prediction, and smoothing for discrete multivariable processes
• Self-tuning decoupled information fusion Wiener state component filters and their convergence

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• Measurement feedback self-tuning weighted measurement fusion Kalman filter for systems with correlated noises
• scientific article; zbMATH DE number 6129656 (Why is no real title available?)
• WMF self-tuning Kalman estimators for multisensor singular system
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• Self-tuning weighted fusion Kalman filter for ARMA signal with colored measurement noise and its convergence analysis
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