Robust weighted fusion Kalman predictors with uncertain noise variances
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- 作者：Wen-Juan Qi dengzili887@163.com" class="auth_mailAuthor Vitae ; Peng Zhang dengzili789@163.com" class="auth_mailAuthor Vitae ; Gui-Huan Nie dzl@hlju.edu.cn" class="auth_mailAuthor Vitae ; Zi-Li Deng ; dzl@hlju.edu.cn" class="auth_mailAuthor Vitae
- 关键词：Multisensor information fusion ; Minimax robust estimation ; Robust Kalman predictor ; Uncertain noise variance ; Lyapunov equation approach
- 刊名：Digital Signal Processing
- 出版年：July 2014
- 年：2014
- 卷：30
- 期：Complete
- 页码：37-54
- 全文大小：738 K
文摘
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The five robust weighted fusion Kalman predictors and a modified robust CI fuser are presented.
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We present a Lyapunov equation approach for the robustness analysis.
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We present the concept of robust accuracy, and prove the robust accuracy relations.
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The convergence in a realization between time-varying and steady-state robust Kalman predictors is proved.