Fusion of multiple estimates by covariance intersection: why and how it is suboptimal

DOI10.2478/amcs-2018-0040zbMath1404.62073OpenAlexW2895577204MaRDI QIDQ1797882

Ondřej Straka, Jiří Ajgl

Publication date: 22 October 2018

Published in: International Journal of Applied Mathematics and Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/amcs-2018-0040

zbMATH Keywords

Minkowski sumcovariance intersectiondecentralised estimationfusion under unknown correlations

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Paired and multiple comparisons; multiple testing (62J15)

Related Items (2)

Decentralised estimation with correlation limited by optimal processing of independent data ⋮ Covariance intersection fusion with element-wise partial knowledge of correlation

Cites Work

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• Sequential covariance intersection fusion Kalman filter
• Ellipsoidal calculus for estimation and control
• Asynchronous distributed state estimation for continuous-time stochastic processes
• Optimal linear estimation fusion. I. Unified fusion rules
• Calculus rules for combinations of ellipsoids and applications
• Covariance Intersection for Partially Correlated Random Vectors
• Diffusion Kalman Filtering Based on Covariance Intersection

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