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For the multisensor systems with companion form and unknown model parameters and noise variances, using recursive instrumental variable(RIV) algorithm, the local and fused model parameter estimators are obtained. Based on the fused model parameter estimators, the information fusion noise variance estimators are presented by using correlation method. They have strong consistence. Further, a self-tuning...
For the multisensor linear discrete time-invariant systems with correlated measurement noises and with different measurement matrices, based on the weighted least squares (WLS) method, applying the orthogonal transformation, two weighted measurement fusion Kalman filters are presented. Using the information filter, it is proved that they are functionally equivalent to the centralized fusion Kalman...
By the modem time series analysis method, based on the autoregressive moving average (ARMA) innovation model and white noise estimation theory, using the optimal fusion rule weighted by scalars for components, a distributed descriptor Wiener state fuser is presented for the linear discrete stochastic descriptor systems with multisensor. It realizes a decoupled fusion estimation for state components...
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