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This paper is concerned with the guaranteed cost robust weighted fusion prediction problem for discrete-time systems with multiplicative noises, colored measurements noises and uncertain noise variances. Applying the augmented state approach and a fictitious noise technique, the original system is converted into a system only with uncertain noise variances. Two classes of guaranteed cost robust weighted...
This paper is concerned with a guaranteed cost robust weighted measurement fusion (WMF) estimation problem for a multisensor system with both uncertain noise variances and missing measurements. By introducing the fictitious measurement white noises, the original multisensor system is converted into one only with uncertain noise variances. Two classes of guaranteed cost robust WMF Kalman estimators...
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