Self-tuning fusion Kalman filter for multisensor single-channel ARMA signals with coloured noises

DOI10.1093/IMAMCI/DNT027zbMath1308.93207OpenAlexW1984104038MaRDI QIDQ5245960

Deng, Zili, Gui-Li Tao

Publication date: 17 April 2015

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/dnt027

zbMATH Keywords

identificationconvergence analysisARMA signalmultisensor information fusionself-tuning Kalman filtercoloured noises

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) White noise theory (60H40)

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