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For the time-variant multisensor systems with correlated measurement noises and different measurement matrices, on the basis of recursive least squares (RLS) method, least squares(LS) method and Kalman filtering theory, two information fusion Kalman filters are put forward. The theory is that firstly Cholesky factorization is used to convert the former multisensor systems into noise irrelative and...
Based on the optimal fusion algorithm weighted by matrices in the linear minimum variance (LMV) sense, a distributed optimal information fusion for the steady-state Kalman multi-step predictor is given for discrete linear stochastic control systems with multiple sensors and correlated noises, where the same sample period is assumed. When the noise statistics information is unknown, the distributed...
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