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For highly nonlinear problems, the linear minimum mean-square error (LMMSE) estimation using a nonlinearly converted measurement can outperform the one using the original measurement. For a function space of measurement conversions, every function in the space can be represented as a linear combination of a basis of the space. Then the LMMSE estimator using a vector with its entries forming a basis...
This paper addresses the design problem of robust weighted fusion white noise deconvolution estimators for a class of uncertain multisensor systems with missing measurements, uncertain noise variances and linearly correlated white noises. By introducing the fictitious noise, the considered system is converted into one with only uncertain noise variances. According to the minimax robust estimation...
This paper investigates the passive localization of a mobile source based on time difference of arrival (TDOA) measurements when the sensor positions suffer from random uncertainties. In the formulation of the dynamic system, the nonlinear measurement function contains random parameters, so the classical high-degree cubature Kalman filtering (CKF) method is unrealizable. We develop an augmented high-degree...
The probability hypothesis density (PHD) filter is a promising filter for multi-target tracking which propagates the posterior intensity of the multi-target state. In this paper, a Gaussian mixture particle flow PHD (GMPF-PHD) filter is proposed which uses a bank of particles to represent the Gaussian components in the Gaussian mixture PHD (GM-PHD) filter. Then a particle flow is implemented to migrate...
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...
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