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For the multisensor linear discrete time-invariant systems with correlated noises, a reduced dimension weighted measurement fusion algorithm is presented. Furthermore, an optimal reduced dimension weighted measurement fusion white noise deconvolution estimator is given. Its computational burden is greatly reduced. A simulation example for a 3-sensor system with Bernoulli-Gaussian input white noise...
For the multisensor linear discrete time-invariant systems with unknown constant input and unknown noise statistics, the on-line noise statistic estimator based on the improved correlation function method, and the on-line input estimator based on the RELS algorithm are presented. Using the Kalman filtering method, a self-tuning reduced dimension weighted measurement fusion white noise deconvolution...
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