Self-tuning weighted measurement fusion Kalman filtering algorithm

DOI10.1016/j.csda.2012.01.001zbMath1243.62119MaRDI QIDQ435019

Chenjian Ran, Deng, Zili

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 signal; correlated noises; multisensor measurement fusion; self-tuning Kalman filtering algorithm; self-tuning Riccati equation convergence

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

Related Items

Measurement feedback self-tuning weighted measurement fusion Kalman filter for systems with correlated noises, Nonlinear weighted measurement fusion unscented Kalman filter with asymptotic optimality, Distributed fusion filtering in networked systems with random measurement matrices and correlated noises, Weighted measurement fusion white noise deconvolution filter with correlated noise for multisensor stochastic systems, Fusion estimation from multisensor observations with multiplicative noises and correlated random delays in transmission, Weighted measurement fusion Kalman estimator for multisensor descriptor system

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