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This paper addresses the design problem of robust weighted fusion white noise deconvolution estimators for a class of uncertain multisensor systems with missing measurements, uncertain noise variances and linearly correlated white noises. By introducing the fictitious noise, the considered system is converted into one with only uncertain noise variances. According to the minimax robust estimation...
This paper addresses the design of robust measurement fusion Kalman filter for linear discrete-time multisensor systems with multiplicative noises perturbations both on state equation and measurement equations, and with uncertain noise variances. By introducing two fictitious noises, the system is converted into one with only uncertain noise variances. According to the minimax robust estimation principle,...
For the multisensor single channel autoregressive moving average (ARMA) signal with a white measurement noise and autoregressive (AR) colored measurement noises as common disturbance noises, when the model parameters and noise statistics are partially unknown, a self-tuning weighted fusion Kalman filter is presented based on classical Kalman filter method. The local estimates are obtained by applying...
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