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Based on the decomposition in canonical form, an optimal state filter in the linear unbiased minimum variance sense is given for single-sensor stochastic singular systems with unknown disturbance and correlated noises in the case of Y-observable system, which is independent of the unknown disturbance. When the system is measured by multiple sensors, the computation formula for the filtering error...
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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