Self-tuning weighted fusion Kalman filter for ARMA signal with colored measurement noise and its convergence analysis

DOI10.1002/ACS.2277zbMath1274.93263OpenAlexW1903538137MaRDI QIDQ2862033

Jinfang Liu, Deng, Zili

Publication date: 13 November 2013

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.2277

zbMATH Keywords

identificationconvergenceasymptotic optimalityARMA signalmultisensor information fusionself-tuning Kalman filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20)

Related Items (1)

Optimum control of under‐grate pressure of clinker cooler by optimizing the proportional integral derivative controller parameters using honey badger algorithm technique

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Self-tuning distributed measurement fusion Kalman estimator for the multi-channel ARMA signal
• Distributed optimal component fusion deconvolution filtering
• Optimal and self-tuning weighted measurement fusion Wiener filter for the multisensor multichannel ARMA signals
• Multi-sensor optimal information fusion Kalman filter
• Optimal and self-tuning white noise estimators with applications to deconvolution and filtering problems
• Self-tuning decoupled information fusion Wiener state component filters and their convergence
• Optimal Kalman filtering fusion with cross-correlated sensor noises
• New approach to information fusion steady-state Kalman filtering
• Optimal and self-tuning weighted measurement fusion Kalman filters and their asymptotic global optimality
• Optimal self-tuning filtering, prediction, and smoothing for discrete multivariable processes
• Optimal multi-sensor Kalman smoothing fusion for discrete multichannel ARMA signals
• Optimal linear estimation fusion. I. Unified fusion rules
• Polynomial approach to Wiener filtering
• Wiener filter design using polynomial equations

This page was built for publication: Self-tuning weighted fusion Kalman filter for ARMA signal with colored measurement noise and its convergence analysis