Estimation under unknown correlation: covariance intersection revisited

DOI10.1109/TAC.2002.804475zbMATH Open1364.93761OpenAlexW2144859729MaRDI QIDQ5267022FDOQ5267022

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

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)

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

This page was built for publication: Estimation under unknown correlation: covariance intersection revisited

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5267022)