Fusion Filters Weighted by Scalars and Matrices for Linear Systems

@inproceedings{Lee2009FusionFW,
  title={Fusion Filters Weighted by Scalars and Matrices for Linear Systems},
  author={Seok Hyoung Lee and I VladimirShin},
  year={2009}
}
An optimal mean-square fusion formulas with scalar and matrix weights are presented. The relationship between them is established. The fusion formulas are compared on the continuous-time filtering problem. The basic differential equation for cross-covariance of the local errors being the key quantity for distributed fusion is derived. It is shown that the… CONTINUE READING