Self-tuning measurement fusion Kalman predictors and their convergence analysis

DOI10.1080/00207721003646223MaRDI QIDQ4909007zbMATH OpenOpenAlexFDO

Authors Chenjian Ran, Zili Deng

Publication date 12 March 2013

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207721003646223

zbMATH Keywords

parameter estimationconvergencemultisensor information fusionasymptotic global optimalitymeasurement fusiondynamic variance error system analysis methodinformation matrix equationself-tuning Kalman predictor

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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Cites work

• A self-tuning filter for fixed-lag smoothing
• Distributed optimal fusion steady-state Kalman filter for systems with coloured measurement noises
• Dynamic ship positioning using a self-tuning Kalman filter
• Kalman filtering for multiple time-delay systems
• New approach to information fusion steady-state Kalman filtering
• Optimal and self-tuning white noise estimators with applications to deconvolution and filtering problems
• Optimal filtering for linear systems with state and multiple observation delays
• Optimal filtering for linear systems with state and observation delays
• Optimal linear estimation fusion. I. Unified fusion rules
• Optimal self-tuning filtering, prediction, and smoothing for discrete multivariable processes
• Self-tuning decoupled information fusion Wiener state component filters and their convergence
• The optimality for the distributed Kalman filtering fusion with feedback

Cited in

(8)

• A self-tuning information fusion Kalman smoother
• Self-tuning distributed measurement fusion Kalman estimator for the multi-channel ARMA signal
• Measurement feedback self-tuning weighted measurement fusion Kalman filter for systems with correlated noises
• scientific article; zbMATH DE number 6129656 (Why is no real title available?)
• A self-tuning weighted measurement fusion Kalman filter and its convergence
• Two fusion predictors for continuous-time linear systems with different types of observations
• Weighted measurement fusion Kalman estimator for multisensor descriptor system
• Optimal and self-tuning weighted measurement fusion Kalman filters and their asymptotic global optimality

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