Self-tuning weighted measurement fusion Kalman filtering algorithm

DOI10.1016/J.CSDA.2012.01.001MaRDI QIDQ435019zbMATH OpenOpenAlexFDO

Authors Chenjian Ran, Zili Deng

Publication date 16 July 2012

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2012.01.001

zbMATH Keywords

ARMA signalcorrelated noisesmultisensor measurement fusionself-tuning Kalman filtering algorithmself-tuning Riccati equation convergence

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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Cites work

• scientific article; zbMATH DE number 44406 (Why is no real title available?)
• A self-tuning filter for fixed-lag smoothing
• Dynamic ship positioning using a self-tuning Kalman filter
• Information fusion white noise deconvolution estimators for time-varying systems
• Introduction to optimal estimation
• New approach to information fusion steady-state Kalman filtering
• Optimal and self-tuning white noise estimators with applications to deconvolution and filtering problems
• Optimal self-tuning filtering, prediction, and smoothing for discrete multivariable processes
• 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
• White-noise estimators for seismic data processing in oil exploration

Cited in

(19)

• Optimal and self-tuning fusion Kalman filters for discrete-time stochastic singular systems
• A self-tuning information fusion Kalman smoother
• Self-tuning measurement fusion Kalman predictors and their convergence analysis
• Measurement feedback self-tuning weighted measurement fusion Kalman filter for systems with correlated noises
• Distributed fusion filtering in networked systems with random measurement matrices and correlated noises
• Self-tuning fusion Kalman filter weighted by scalars and its convergence analysis for multi-channel autoregressive moving average signals
• WMF self-tuning Kalman estimators for multisensor singular system
• A self-tuning weighted measurement fusion Kalman filter and its convergence
• Self-tuning weighted measurement fusion Kalman filter for ARMA signals with colored noise
• Weighted measurement fusion white noise deconvolution filter with correlated noise for multisensor stochastic systems
• Self-tuning weighted measurement fusion estimation for multi-sensor systems with unknown fading measurement rates
• Self-tuning weighted fusion Kalman filter for ARMA signal with colored measurement noise and its convergence analysis
• Self-tuning decoupled information fusion Wiener state component filters and their convergence
• Fusion estimation from multisensor observations with multiplicative noises and correlated random delays in transmission
• Fusion identification and estimation of multi-sensor AR signals with fading measurements and stochastic sensor biases
• scientific article; zbMATH DE number 7112149 (Why is no real title available?)
• Weighted measurement fusion Kalman estimator for multisensor descriptor system
• Optimal and self-tuning weighted measurement fusion Kalman filters and their asymptotic global optimality
• Nonlinear weighted measurement fusion unscented Kalman filter with asymptotic optimality

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