Optimal fusion reduced-order Kalman estimators for discrete-time stochastic singular systems

MaRDI QIDQ3396901zbMATH OpenFDO

Authors

Publication date 22 September 2009

zbMATH Keywords

cross-covariancemultisensorstochastic singular systemoptimal information fusionreduced-order Kalman estimator

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10)

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Cited in

(8)

• Distributed optimal component fusion weighted by scalars for fixed-lag Kalman smoother
• Optimal and self-tuning fusion Kalman filters for discrete-time stochastic singular systems
• Decentralized optimal fusion filtering for multi-sensor multi-delay singular systems
• Distributed optimal component fusion filter for stochastic singular systems
• On reducing the order of Kalman filters for discrete-time stochastic systems having singular measurement noise
• Distributed full-order optimal fusion filters and smoothers for discrete-time stochastic singular systems
• Two fusion predictors for continuous-time linear systems with different types of observations
• Recursive approach of optimal Kalman filtering problem for multiparameter singularly perturbed systems

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