Weighted measurement fusion white noise deconvolution filter with correlated noise for multisensor stochastic systems
type: Item
instance of: scholarly article
title: Weighted measurement fusion white noise deconvolution filter with correlated noise for multisensor stochastic systems
zbMATH Open document ID: 1264.93249
DOI: 10.1155/2012/257619
author: Xin Wang
author: Kai-Hui Ding
author: Jing-Yan Xue
author: Shuli Sun
published in: Mathematical Problems in Engineering
publication date: 2013-06-11T00:00:00Z
review text: Summary: For the multisensor linear discrete time-invariant stochastic control systems with different measurement matrices and correlated noises, the centralized measurement fusion white noise estimators are presented by the linear minimum variance criterion under the condition that noise input matrix is full column rank. They have the expensive computing burden due to the high-dimension extended measurement matrix. To reduce the computing burden, the weighted measurement fusion white noise estimators are presented. It is proved that weighted measurement fusion white noise estimators have the same accuracy as the centralized measurement fusion white noise estimators, so it has global optimality. It can be applied to signal processing in oil seismic exploration. A simulation example for Bernoulli-Gaussian white noise deconvolution filter verifies the effectiveness.
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 94A12
zbMATH DE Number: 6173131
MaRDI profile type: Publication
Wikidata QID: Q58911338
full work available at URL: https://doi.org/10.1155/2012/257619
OpenAlex ID: W2046445304
cites work: White-noise estimators for seismic data processing in oil exploration
cites work: Q3413198
cites work: Multi-sensor information fusion white noise filter weighted by scalars based on Kálmán predictor
cites work: Q5851335
cites work: Self-tuning weighted measurement fusion Kalman filtering algorithm
cites work: Matrix Analysis
cites work: Measurement feedback self-tuning weighted measurement fusion Kalman filter for systems with correlated noises
description: scientific article; zbMATH DE number 6173131