2005
DOI: 10.1016/j.automatica.2005.04.020
|View full text |Cite
|
Sign up to set email alerts
|

New approach to information fusion steady-state Kalman filtering

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
5

Citation Types

0
173
0

Year Published

2010
2010
2019
2019

Publication Types

Select...
8
1
1

Relationship

2
8

Authors

Journals

citations
Cited by 229 publications
(173 citation statements)
references
References 15 publications
0
173
0
Order By: Relevance
“…Kim proposed the dynamic Kalman filter which robustly tracks a ball in the dynamic condition by controlling the velocity of the state vector [8]. Based on the ARMA innovation model and Lyapunov equations, Deng et al [9] presented an approach to handle the information fusion filtering, prediction, and smoothing problems for the state and signal. Ding et al [10] and Geng and Wang [11] proposed the adaptive Kalman methods to tune the Q matrix to the optimal magnitude automatically.…”
Section: Introductionmentioning
confidence: 99%
“…Kim proposed the dynamic Kalman filter which robustly tracks a ball in the dynamic condition by controlling the velocity of the state vector [8]. Based on the ARMA innovation model and Lyapunov equations, Deng et al [9] presented an approach to handle the information fusion filtering, prediction, and smoothing problems for the state and signal. Ding et al [10] and Geng and Wang [11] proposed the adaptive Kalman methods to tune the Q matrix to the optimal magnitude automatically.…”
Section: Introductionmentioning
confidence: 99%
“…Unified fusion rules for the optimal linear estimation fusion and several distributed weighting state fusers were presented in [2][3][4][5], where the three distributed weighting fusers have the accuracy relations: the accuracy of the fuser weighted by matrices is higher than that of the fuser weighted by scalars, and the accuracy of the fuser weighted by diagonal matrices is between of them. However, all of the above weighting fusers have the limitation that in order to compute the optimal weights, the computation of the cross-covariances between the local estimation errors is required, while the cross-covariances are usually unknown [6] or their computation is very complex [7] in many applications.…”
Section: Introductionmentioning
confidence: 99%
“…In [31], consensus strategies of DKF are discussed where the problem of estimating the state of a dynamical system from distributed noisy measurements is considered with the help of a two-stage strategy for estimation. Other DKF methods and their applications can be seen in [7], [8], [9], [10], [101], [151], [152], [158], [162], [202], [203], [204], [205], [206], [276], [297], [298] and [300].…”
Section: Introductionmentioning
confidence: 99%