Measurement Feedback Self-Tuning Weighted Measurement Fusion Kalman Filter for Systems with Correlated Noises
For the linear discrete stochastic systems with multiple sensors and unknown noise statistics, an online estimators of the noise variances and cross-covariances are designed by using measurement feedback, full-rank decomposition, and weighted least squares theory. Further, a self-tuning weighted me...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2012-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2012/324296 |
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