Multisensor information fusion Wiener filter for ARMA signals

@article{Yang2010MultisensorIF,
  title={Multisensor information fusion Wiener filter for ARMA signals},
  author={Li-Xin Yang and Zi-Li Deng and Li-jun Zhang},
  journal={IEEE 10th INTERNATIONAL CONFERENCE ON SIGNAL PROCESSING PROCEEDINGS},
  year={2010},
  pages={2431-2434}
}
By the modern time series analysis method and white noise estimators, based on the autoregressive moving average (ARMA) innovation model and augmented state space model, under the linear minimum variance optimal fusion rule weighted by scalars, a multisensor optimal distributed fusion Wiener filter is proposed for single channel ARMA signals with white and… CONTINUE READING