Robust weighted information fusion steady-state Kalman smoothers for multisensor system with uncertain noise variances

DOI10.1093/IMAMCI/DNU042zbMath1397.93214OpenAlexW2335533770MaRDI QIDQ4683967

Peng Zhang, Deng, Zili, Wen-Juan Qi

Publication date: 27 September 2018

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/dnu042

zbMATH Keywords

Lyapunov equation approachmultisensor information fusionrobust accuracyrobust Kalman smootheruncertain noise varianceweighted fusionminimax robust estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Control/observation systems with incomplete information (93C41) Design techniques (robust design, computer-aided design, etc.) (93B51) Data smoothing in stochastic control theory (93E14)

This page was built for publication: Robust weighted information fusion steady-state Kalman smoothers for multisensor system with uncertain noise variances