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

DOI10.1093/IMAMCI/DNU042zbMATH Open1397.93214OpenAlexW2335533770MaRDI QIDQ4683967FDOQ4683967

Authors: Peng Zhang, Zili Deng, Wenjuan 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

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

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• Weighted fusion robust steady-state Kalman filters for multisensor system with uncertain noise variances
• Robust weighted fusion time-varying Kalman smoothers for multisensor system with uncertain noise variances

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