Estimation under unknown correlation: covariance intersection revisited

DOI10.1109/TAC.2002.804475MaRDI QIDQ5267022zbMATHOpenAlexFDO

Authors Lingji Chen, P. O. Arambel, Raman K. Mehra

Publication date 20 June 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2002.804475

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Estimation and detection in stochastic control theory (93E10)

Cited in

(20)

• Asynchronous distributed state estimation based on a continuous-time stochastic model
• An order insensitive sequential fast covariance intersection fusion algorithm
• State fusion with unknown correlation: ellipsoidal intersection
• Minimum upper-bound filter of Markovian jump linear systems with generalized unknown disturbances
• Accuracy analysis for distributed weighted least-squares estimation in finite steps and loopy networks
• Covariance intersection fusion with element-wise partial knowledge of correlation
• Estimation fusion for distributed multi-sensor systems with uncertain cross-correlations
• Robust distributed fusion for system with randomly uncertain sensor estimation error cross-covariance
• The covariance intersection fusion estimation algorithm weighted by diagonal matrix based on genetic simulated annealing algorithm and machine learning
• New recursive estimators from correlated interrupted observations using covariance information
• State estimation with remote sensors and intermittent transmissions
• Kullback-Leibler average, consensus on probability densities, and distributed state estimation with guaranteed stability
• Distributed Bayesian filtering using logarithmic opinion pool for dynamic sensor networks
• Decentralised estimation with correlation limited by optimal processing of independent data
• Minimax robust optimal estimation fusion for distributed multisensor systems with a relative entropy uncertainty
• Consensus-based distributed two-target tracking over wireless sensor networks
• Performance analysis of statistical optimal data fusion algorithms
• Sequential covariance intersection fusion Kalman filter
• Asynchronous distributed state estimation for continuous-time stochastic processes
• Decentralized observers with consensus filters for distributed discrete-time linear systems

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