Multi-sensor information fusion white noise filter weighted by scalars based on Kálmán predictor

DOI10.1016/j.automatica.2004.03.012zbMath1066.93051MaRDI QIDQ705172

D. Kharzeev

Publication date: 26 January 2005

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2004.03.012

zbMATH Keywords

Bernoulli-Gaussian white noise; estimation and detection; input white noise estimation problem; Kalman predictor; multiple sensor data fusion; optimal information fusion criterion

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

93E11: Filtering in stochastic control theory

93E10: Estimation and detection in stochastic control theory